It seems like all of the answers drive at a fundamental difference. Expressions do something, while statement do not (always) do something.

Thus a quick and dirty answer would be that an expression is anything typically followed by a ;
If, else, while, and for do not usually have a ; after them because they just determine when (and how often) the assossiated expression is evaluated.

If is improtant to note that any expression with a return value can be used as a statement. For example
$x = $y; is an expression; however, it is used as the statement part of the expression
$z = ($x = $y); (the parentheses are just there for clarity).

Hope that helps,
Matt