The only difference between the two examples that you have presented is that the latter is a self closing tag (hence the /> at the end instead of </asp:CommandField>). Either example will work fine without a problem.
On thing to keep in mind is that you can use this short hand to close all of your Server Control tags (Label, button, textbox, etc) however, you can't use this short hand on a dropdownlist, for example, when you explictly define the items displayed in the list:
<asp:DropDownList ID="drp" runat="server">
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