Dry brushing can be a little more aggressive since it doesn't have water to act as a lubricant. Body scrubs that are used in the shower typically aren't abrasive enough to begin with, add water and those little beads just glide over your body. I guess they're good for maintanence, but not for much more than that.
Dry brushing in circular fashion with a loufah brush or what not can be deeper. You just have to make sure you don't press too hard.