I'd say yes, honey is a bit healthier than sugar, but this really depends on the type of sugar or honey. Raw honey is better than pasteurized honey. Highly refined sugar is less healthy than some less refined sugar.
Assuming you are talking about table sugar and raw honey, in general:
- Sugar is sucrose.
You need some enzymes to split it into fructose and glucose, your body has to make these enzymes and can digest those mono-sacharides. When you eat honey, there is no need for such body-made enzymes, because the fructose and glucose aren't combined, but they appear there as mono-sacharides. So honey is less demanding for your body.
- Honey is better for your blood-glucose level (this level raises more if you eat sugar than if you eat the same amount of honey).
- Honey contains some vitamins and minerals, which sugar lacks.
- As a consequence of all these points: If you use sugar, you have a higher risk of high cholesterol and obesity than if you use honey.
I didn't mention anything about the taste, since that is not health-related.
Source and more info: http://www.benefits-of-honey.com/honey-vs-sugar.html