As far as I saw briefly in "DB2 Version 9.1 for z/OS SQL Reference",
there are very few differences in syntax(except option-list)
between external SQL stored procedure(traditional) and native SQL stored procedure(new in DB2 9.1 for z/OS).
One major difference I realized was native SQL stored procedure supports FOR statement.
It wes not supported on DB2 8 for z/OS.
External SQL stored procedures are created by specifying (FENCED or EXTERNAL NAME
'string') and LANGUAGE SQL.
Please see Stolze's post for other differences...
What is native sql procedure in db2 ?
For common SQL(including SQL procedural language control statements) across other platforms, see this article...
The SQL Reference for Cross-Platform Development