Difference Between...

Quite frequently, I run across a new word which appears to have an identical dictionary meaning to a word I already know.  Even the example sentences seem to show the words to have the same meaning.

I always try to understand why there are two words instead of one.  Are they interchangeable ?  Is one more formal than the other ?  Used in written form only ?  Convey some emotional content of some sort ?  Does one sound more educated and one more childish ?

Here is today's example:
毎日（まいにち）= Every day.  Mostly neutral, but connotes that such a frequency is to be expected, and not exceptional.

連日（れんじつ）= Every day.  Carries emotional content indicating that an every day frequency is beyond expectations and exceptional.  Often negative, but could be positive.  Think of it as "Every single day".