What is the difference regarding module loading between Mage::app() and Mage::run() ?
Mage::app() :: initializes the application object with all variables and objects which are required to access Magento.
Initialize application without request processing.
Mage::run() :: is the Frontend entry point which means it loads the configuration files, module configuration, load Database and handles request processing. Run application. Run process responsible for request processing and sending response.