as far as I seem to remember from my uni times, the main difference is that nucleophiles/electrophiles is commonly used to describe electronic effects in covalent bonding (where the resulting compound has no formal charge separation, such as OH- addition in a hydrocarbon, leading to an C-OH bond), whereas oxidising/reducing agents is mainly used with ionic bonds (formal reductions/oxidations, such as iron rusting 3Fe + 2O2 --> Fe2O3, where the oxidation state of iron is changed from 0 to 3+)
(I am by far more experienced with the latter)