they are kind of the same, but different.
this.something used in a consrtuctor can make use of private variables in the constructor function, protos cannot, they can only act on MPE defined in the constructor.
also, the constructor function's prototype can be altered at run time, whereas it's harder to re-eval the constructor function to incorporate modifications.
also, using this.something will allow the function to perform more duties than a plain constructor. for example, it can be mapped to an array, or called by another function, replacing the this with any available object. in that manner, your myClass function can be used to modify existing objects, giving them the props of myClass.
also, you can filter out prototype MPEs during array and object iteration. things like hasOwnProperty, instanceOf, and .constructor help to control the behavior of inheritance and other object manipulation.
for simple tasks, they will both work about the same. the distinioins become more important in OOP and functional programming.
you should be aware that to check any path (eg myOb.prop1) JavaScript will iterate the current object, looking for matching keys (prop1). if none are found, it then checks the object's prototype chain for matching key names.
this post is an over simplification, and theres actually quite a bit going on here, but i hope it sheds a little practical light on this confusing and often misunderstood subject.
if you want to dig a little deeper, try to understand the relationship between "new", "this", and "prototype".
this article has a section (12: custom objects) that might be of interest. (the whole thing is good).