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    $\begingroup$ I asked the same question here: mathoverflow.net/questions/60310/… $\endgroup$ Commented Apr 22, 2011 at 10:57
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    $\begingroup$ One thing is that Galois cohomology, by its very definition, requires the choice of a base-point (the `biggest' extension in which the primes outside $S$ are unramified), while etale cohomology is defined intrinsically in terms of the etale site over $\text{Spec}\mathcal{O}_{K,S}$. Usually, when you actually compute things, you end up returning to group cohomology, but it seems nicer to set up the theory without it. $\endgroup$ Commented Apr 22, 2011 at 13:44
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    $\begingroup$ There is quite a bit on this in the second chapter of Milne's Arithmetic Duality Theorems --- see for example Proposition 2.9, the discussion on pages 195--197 (of the second edition), and Lemma 5.5. $\endgroup$ Commented Apr 22, 2011 at 14:46
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    $\begingroup$ There's an old paper of Mazur that discusses these kinds of groups, though it's been a long time since I looked at it so I don't recall what the specific goals of the paper are. I think it's called "Notes on the etale cohomology of number fields." It might be worth a look. $\endgroup$ Commented Apr 22, 2011 at 16:29
  • $\begingroup$ @Keerthi: I think that Serre in his book on Galois cohomology talks about how one can do Galois cohomology "intrinsically"---probably all that it boils down to though is that he's doing etale cohomology really :-). Serre defines $H^i(k,M)$ without making a specific choice of alg closure of $k$. $\endgroup$ Commented Apr 22, 2011 at 21:32