I just got the Surface Pro 4 pen delivered to my door. I use it on my one year old Surface Pro 3.
The new pen is better for two reasons. One: it got higer pressure sensitivity (and accuracy) 1024 levels inststead of 256. And it works just great, much more accurate and sensitive than before. Two: it got exchangable nibs with 4 different frictions on the shiny glass on the tablet. For me this is the best reason to buy this pen, the the HB or B nibs instead of the old one that was H. The Surface Pro 3 pen was a bit hard to control because it was sliding around on the glass like Bambi on ice sometimes. Not now, not any longer, with the pen nibs HB and B. I can control the pen a lot better. The HB and B got a rubber tip on the nib to prevent that icy sliding.
This drawing is done using the new pen and the Scratchboard tool in Painter.