I noticed that when I'm mindful of what I'm doing, it seems different and even more helpful than merely paying attention to the senses, i.e. vision or sound. Are there any noted difference between these two practices?
In the beginning the practitioner is generally learning the mindfulness practise. And this happens to everybody who starts this path. All of the mindfulness objects are valid and when the practitioner becomes trained in the practise, all of the mindfulness objects would be ok. for him/her.
Also in the beginning all kinds of thoughts can come to the practitioner's mind. "I'm not practising right" or "I must do something different" etc. Learning to live in the now is challenging because human mind is opposite of the "now", it is always running to the future or to the past. So it is better to be patient and insist on the practise. Seeing, hearing, washing the hands, walking, wearing the socks, washing the dishes, cleaning the house, driving the car, sitting on the bus, observing the feelings, emotions, thoughts, doing the job, listening to a dhamma talk, doing formal sitting or walking meditation etc. Every moment of life is a big opportunity to be in the now. The practise must be done all the time and If the practitioner forgets the practise, s/he must return to the practise any time in daily life. This is the only way to learn mindfulness and eventually realize Nibbana. Ofcourse becoming free from the physical and mental addictions, staying away from the crazy parts of the life and "being a good person" are parts of this process. The Buddhist precepts and principles are very helpful for a person to have these qualities so the mindfulness practise can be really fruitful.
It is better to not differentiate the mindfulness objects but keeping on the same mindfulness object/doing simples things(like just being mindful of "walking" instead of looking all around) makes the practise easier. But a practitioner must be ok. of all of the mindfulness objects.
So it is gradual process and learning to be mindful in daily life takes time. With practise and insistence mindfulness practise would become a learned habit for a practitioner.
Mindful action is more common to walking meditation, where coordination of senses with activity is required. If one is distracted, one runs into a tree or trips. When walking slowly, one must balance on one foot, etc.
Mindful perception is more common in sitting meditation, where subtler perceptions are involved.
Both are important. When the subtler mindful perception is overcome with drowsiness, active walking meditation helps. When the coarser active walking meditation prevents subtle study, sitting meditation helps. Adapt your practice according to circumstance as needed.
Actually those 2 practices are only parts of a much bigger and more comprehensive system of mindfulness training as detailed in MN 10, which divides into 4 main domains:
1. Body: 14 sub-domains: the breath, the 4 postures, 4 great elements, foulness of the body, etc.
2. Feeling: 1 sub-domain
3. Mind: 1 sub-domain
4. Phenomena: 5 sub-domains: Five hindrances, Five aggregates, Six sense bases, etc.