Is every sperm genetically different?  Are differences in sperm's
genes, single nuecleotide polymorphisms?  What process creates the
differences and why would so much variation occur?

Yes, every sperm is genetically different (although there is the
chance of identical sperm I guess). First, during meiosis I
(specifically, during pachynema) there is crossing over of homologous
chromosomes, i.e., if we're talking about your sperm, sharing of
genetic info happens between the chromosomes from your dad and from
your mom. This is pretty random, and can be different in every sperm.
Then, when the chromosomes are pulled apart in anaphase, it is
completely random which chromosomes go to what side, i.e., whether
sperm #1 gets chromosome 16 from your dad or your mom. Since there are
23 pairs of chromosomes, you can quickly see how much variation is
possible here. So although there is the possibility of snp's, most of
the variation is actually in the alleles.

Sperm al all different.  I will explain you in detail why. Is
important to notice that egg formation in humans is quite the same as
sperm formation, but they have some differences. The process by which
sperm forms is called spermatogenesis, and begins in the male testes
in a class of germ cells that are called spermatogonia. The first step
are a series of mitotic divisions that creates a reduce number of
DIPLOID PRIMARY SPERMATOCYTES. This diploid cells undergoes
symmetrical meiotic divisions (which generate variation) and produces
4 equivalent HAPLOID cells that are known as spermatids. In this step
they are all diferent. Then they mature and become the functional
sperm. Each sperm contains 22 autosomes (not sexual cromosomes) and an
X or a Y cromosome which determines sex. Having X and Y in the same
cell represents a mistake in sperm formation, and obviously is not
normal.

During the meiotic divisions, whatt happens is the following:
1. PROPHASE:
    1.1 LEPTOTENE: the important thing here is that nucleoli disappear
and centrosomes move to each pole. In each pole they will produce the
famous spindle fibers. There are other molecular phenomena that ocuur
but they are much more complicated and have nothing to do with genetic
variation.
    1.2. ZYGOTENE: in this phase forms the synaptonemal complex and
homologous chromosomes  enter synapsis. This means that they start to
align in a parallel fashion way, and what you see are pairs of
chromosomes that have more less the same size. (this proceses are
important for genetic variation.)
    1.3. PACHYTENE: here occurs CROSSING-OVER, during which GENETIC
EXCHANGE between non sister chromatids of a homologous pair occur.
Remember that each chromose consists of two chromatids (sister
chromatids) which form the common X-like shape of chromosomes, so a
pair of chromosomes is something like XX, where each X is form of two
sister chromatids, but they are so close that you may only see four
straight lines. Here as you may noticed, begins to happen VARIATION.
   1.4. DIPLOTENE: here the synaptonemal complex dissolves and you are
able to see TETRADS (XX) in which the two chromosomes are hold
toguether by the points that suffer crossing-over. These points are
called CHIASMATA and they can be seen. Remember that a chromatid is
from mom and a chromatid is from dad in each chromosome of the cells
that are becoming SPERMATIDS (haploid cells that mature into sperm) by
this entire process.
   1.5. DIAKINESIS: here ends prophase and occur more things like that
chromosomes thicken and shorten, nuclear membrane breaks down and
spindle forms.

2. METAPHASE: tetrads line up in the center along what is called the
metaphase plate. Each chromosome of a pair attaches to opposite pole
fibers. (this means that sister chromatids, which are on the same
chromosome, attach to the same fiber.)

3. ANAHASE: in this anaphase, XX pairs break and homologous
chromosomes move to opposite poles X-------X. So each homologous
chromosome has a part (chiasmata) of the homologous chromosome that
migrated to the other pole.

4. TELOPHASE: the same as in mitosis, but produces two diploid cells
genetically different.

This end of meiosis I is followed by meiosis II which is exactly the
same as a the common mitosis, by each of the two diploid cells formed
in telophase. This gives rise to four haploid cells, all new.

Is possible (almost impossible) that two of this haploid cells are
identical, but is highly unprobable that this two fertilize the egg.
Although it happens.
In which case tweens are formed (there are other ways also). Tweens
are thought to be natural occurring clones, but they are still half
diferent. So, if two sperm cells  (spermatozoids) are identical, they
still need the other half of chromosomes that are inside the egg to
form a diploid cell. When fertilization occurs, it happens a process
of recombination. Recombination and meiosis ensures that every new
individual is diferent from each other.

The two previous comments are correct in that multiple cross events
(i.e. recombination) is the primary cause of the great amount of
diversity between sperm. But to answer your question: No, not all
sperm are genetically different. Indeed, in Hymenoptera (think social
insects), which are second only to beetles in number and more diverse
than mammals, males are haploid. All sperm are identical because they
only have one set of chromosomes. This was discovered in the 1960s and
led to ideas of "genetic relatedness" to explain altruism in social
insect societies. Interstingly, sex determination in Hymenoptera is
dependent on a single highly variable locus. When this locus is
heterzygous (as it is likely to be) offspring are diploid and famale.
When the locus is homozygous (a very rare condition) you would get a
diploid male. Males are also produced when this locus is hemizygous
(haploid) created when the queen reproduces by arrhenotoky
parthenogenesis.