Also known as an inductor, a choke uses inductance to affect a signal. For example, in a fluorescent lamp, a choke limits the current through the lamp, and may also have a low voltage tap to heat the cathodes. A choke coil can act as one of a transformer's windings to filter out high-frequency noise.
A transformer establishes magnetizing current, and transforms one signal level to another. Transformers can control the power of alternating current, which can help increase efficiency and lower electricity bills.