What's the percentage similarity between human individuals (and other primates) when comparing only exons?
One of the references to the chimpanzee genome paper linked by Maximillian is Inferring Nonneutral Evolution from Human-Chimp-Mouse Orthologous Gene Trios, where the authors seems to have focused on exons only:


  Here we apply evolutionary tests to identify genes and pathways from a new collection of more than 200,000 chimpanzee exonic sequences that show patterns of divergence consistent with natural selection along the human and chimpanzee lineages.


They conclude that:


  Perhaps the best way to understand the relation between DNA sequence divergence and the differences between human and chimpanzee physiology and morphology is to compare these differences to the variability among humans. Human-chimp DNA sequence divergence is roughly 10 times the divergence between random pairs of humans.


Unfortunately, they didn't compare this to the fold-difference of non-exonic DNA, so the comparative quantification between coding vs non-coding regions remains to be determined.

However, this does directly answer the question of how big the genomic differences are between individuals of the same species vs those of other species, when comparing only coding regions. I also found it useful to quantify the differences in these relative terms in addition to the previously stated percentages.