I spent four years at Exeter (a Russell Group uni) and have just started at Sussex. From my experience so far, the University of Exeter has a far more exotic campus, a lot of study abroad programmes and just generally more money to chuck about - I remember one of the university newspapers saying that a lot of iPads were bought for a department or something like that. The demographic at Exeter also seems a bit more upper-class whereas the people I have seen out and about at Sussex seem much more typical.
However, on its own, being a Russell Group university doesn't really mean anything. I was well aware that I'd be going out of the Russell Group after doing my undergraduate degree, but the option I had at Sussex seemed a lot more appealing. So go wherever tickles your fancy and treat any extra prestige as a bonus.