Let's get pedantic, because there are differences that can actually affect your code's behavior. Much of the following is taken from comments made to an "Old New Thing" article.
Sometimes the memory returned by the new operator will be initialized, and sometimes it won't depending on whether the type you're newing up is a POD (plain old data), or if it's a class that contains POD members and is using a compiler-generated default constructor.
Assume:
struct A {int m;};// PODstruct B {~B();int m;};// non-POD, compiler generated default ctorstruct C { C(): m(){};~C();int m;};// non-POD, default-initialising m