For a long time, one of the most annoying things for me was to come to the library looking for some good book to read and after a long search find books by Tolkien or George Martin under the label "sci-fi". The situation is better now, but then, if you are new to the genre, how do you find your favorite authors?
First of all, "sci-fi" is short for science fiction. The key word here is "science". As fantastic, as the inventions in those books are, they are not magical, but done by humans. Even if our science today does not allow for time traveling, there is no guarantee that new Einstein would not introduce it in 23rd century. In "sci-fi" books you can find robots, space travel, galactic wars and new inventions. As a rule (not always!) "sci-fi" are set in the future. I guess, this is the simplest way for the author to introduce new weapons, new technologies or races from the different galactic. Obviously, rules are made to break them. Herbert Wells' "The war of the Worlds" is set in the present (the past, for current readers), but it does not make his works or books by Jules Verne less "sci-fi".
As for my favorite fantasy genre, there is no limit to author's imagination as in fairy tales, you'll find the magic one of the most important components in fantasy books. The variations of the genre are countless "sword and magic" novels (with dragons, goblins and elves), romantic fantasy, historical fantasy, alternative history, myth-based fantasy... However, as compared to sci-fi books, in fantasy the plot is moved by the events and actions that are hardly possible in the real life (even in 23rd century, after all scientific breakthroughs). Also, the majority of fantasy books are set in the past, or some alternative variation of it.
Two caveats here: even though fantasy books talk about magic, they can not be regarded as "entertainment only fairy tales". The best examples of fantasy introduce the readers to the deepest philosophical and moral issues; this works on all the range, from Tolkien and Lewis to JK Rowling .
The other caveat: you simply can not classify it all. For example, Clifford Simak is considered as one of the fathers of "sci-fi" genre. But his "Goblin reservation" is closer to the fantasy genre.
On the other hand, not all magic belongs to the fantasy. Some of it is better defined as "magic realism" (just a short list):
"Master and Margarita" by M. Bulgakov,
"100 years of solitude" by G. Markes
"Time traveler's wife" by A. Niffenegger
But this is a subject for a different article.
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