Let's restrict the scope of the question a little bit: I'm interested to learn about major differences in pricing formulae for nominal government bonds. The pricing formulae for inflation-linked bonds could well make a topic of another (and more difficult) question.
Well, that's still a very general question. A few elements of answer : Bonds pay interest on a regular basis, semiannual for US treasury and corporate bonds, annual for others such as Eurobonds, and quarterly for others. You need to distinguish between fixed coupon bonds, zero coupon bonds, bonds with an amortization schedule, floating rate notes based on LIBOR or equivalent, etc ... Different quotation methods are available (clean vs dirty especially), and the basis used to compute the accrual interest can differ as well.
US market uses the STREET convention. UK market uses the DMO convention. EUR market uses the ICMA convention (Germany uses also a lot MOOSMULLER convention).
The main difference between these conventions are: - the way the number of days is calculated for the discount factors - the day count convention used - the calendar used in case of adjsuted schedule.