As other people have mentioned, there is not really a difference when you're referring to actions with a switch. Here (and probably in other parts) it's more common to say turn on/off. To "switch on" the lights sounds more casual than "turn on", but less than "get" the lights. For television and radio we would never say "switch it on/off" but rather "turn it on/off." When in doubt, use turn on/off as it has a much broader scope.
