Coffee_Fueled
Not sure what you mean by wall unit. If you mean a standard box unit that you normally see sticking out of a window then it will run fine mounted in almost any hole in the wall. As long as the coil part of the unit is outside and it can drain properly. You may also mean the newer type of wall unit. These units have two pieces, one piece is the interior unit that has a fan and a coil to blow the air across. The interior unit is unusually flat and rectangular. The other unit is the exterior unit and is mounted outside. This unit has another coil, a fan, and a compressor. These units are connected by the lines for the coolant to flow through. Nice because they require a small hole in the outside wall or ceiling to operate. I have limited HVC experience, double check this before installing anything as I am not totally sure what units you are talking about.

pacman
there's very little difference between the two other than where you mount them. however, you would not want to break a hole in the wall for a small say 5 thousand BTU unit. the wall units require a sleeve that gets mounted in the wall and a window unit usually has some sort of accordion wings that spread out to block the openings alongside as it sits in the window.