Both are very low mobility champs, but Urgot is more about long range and chasing kills or kiting away from enemies, to preserve his spacing while doing good DPS. Anivia on the other hand, is quite short-ranged, but far burstier than Urgot is. I don't know how strong Anivia is early vs late, but Urgot is quite strong early on, peaks in mid-game, and drops down to medium-good for late game.
Additionally, both are VERY unpopular picks because they have abilities that function as double-edged swords: Anivia's wall and Urgot's ultimate can both do incredible things, winning teamfights, securing kills, etc., but at the same time both of them can potentially throw teamfights and cost you the game.
I hope this little information helps! :)