Look up the Kolmorgov-Smirnov test. Use one of your datasets (X or Y) as the "reference distribution" and the other as the "test" distribution and see if you get a significant result..if so, then they are different.
Also note that if X and Y have the same distribution, then that implies that E(X)=E(Y), so this covers tha t issues as well. To test just the equality of means, you can use a number of "tests of location" for this purpose. This link has a nice list.