It seems to me that "hey" is an interjection expressing the need to get one's attention.
Example:
Hey, Dee67 dig the groovy avatar.
On the other hand, "eh" usually comes at the end of a sentence and invites another to confirm that they understand what has been said. If written properly, it should be followed by a question mark.
Example: Dee67 has a pretty groovy avatar, eh?
Note: "eh" is often substituted with the following phrases:
--know what I mean?
--don't you know (or if you are from Minnesota or the Dakotas you might say "donchaknow"
LOL.. I didn't believe I said 'eh' very often.. until my husband's nephew from Florida came and stayed with us for a week.. and he gleefully pointed at me and said 'eh' everytime I did.. sheesh. Only I think I say 'hey' more than 'eh'.. there is a difference ;)