The contrast between the Heights and the Grange is between a rugged, exposed dwelling and a gentleman's house in the valley.
Wuthering Heights is described by Mr Lockwood in Chapter 1, who comments on the word 'wuthering' as a provincial adjective suggesting the 'atmospheric tumult to which its station is exposed in stormy weather'. It is strongly-built, 'the corners defended by large jutting stones'. It has a Gothic quality: Lockwood notices some 'grotesque carving', the date 1500 and the name 'Hareton Earnshaw' - at the moment the significance of these details is not clear either to him or the reader.
Thrushcross Grange is described by Heathcliff to Nelly in chapter 6, as he relates his excursion with Cathy. It has a park, but Heathcliff's description focuses on what they see through the drawing-room window. At first sight, it seems heavenly: 'a splendid place carpeted with crimson...we should have thought ourselves in heaven!'
To develop your comparison, you could look at the contrast between the description of the interior of the Heights by Lockwood in chapter 1, and Heathcliff's account of the Grange in chapter 6.