I don't think there is much of a difference. Perhaps jetzt is more often used in spoken language, while nun is more often written than spoken, although there may well be regional differences.
If you must make a difference: jetzt means "right now, this instant" where the meaning of nun is closer to "presently" or "by now". It's somewhat broader and can be used as a filler as well (in a fairy tale, say):
Nun da alle Königssöhne in die Ferne gezogen waren, blieb nur noch ... (Now that all of the king's sons had wandered off, only ... remained ...)
Jetzt can never mean "well", not even colloquially, whereas "nun" is used an an interjection:
Nun, das kommt darauf an ... (Well, that depends ...)
For the most part nun and jetzt are synomyns, though. There's another thing: if you are talking about the current state of something, use jetzt:
Die ehemalige "Gebrüder Heindl Gmbh" (jetzt: Heindl & Co. KG) ...