せっかく and わざわざ seem to be pretty close in meaning/usage, but is there ever a
time you would use one and not the other? Or is there a small nuance there?

Just to give some example sentences:

> 「せっかく来てくれたから、昼ごはん奢るよ。」
>
> 「わざわざ美容院に行ったのに、雨で髪がくしゃくしゃになっちゃった。」
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word-choice nuances
What's the difference between せっかく and わざわざ?
We say 'わざわざ来て下さって有難うございます' but never say 'せっかく来て下さって有難うございます'. I think
'せっかく~' clause requires 'のに~/から~' clause.
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Despite the similarity, I've never thought of these as meaning the same thing
because their usage is so different:

  * `わざわざ` means that someone has gone out of their way to do something.

  * `せっかく` means that someone has made an effort, or some unexpected opportunity has come up, and it would be a shame to waste it. Mostly it is used positively in the sense of grasping the opportunity, but sometimes it is used in turning down the effort.

This is explained well in the [類語例解辞典 entry for
せっかく／わざわざ](http://dictionary.goo.ne.jp/leaf/thsrs/2592/m0u/):

>
> 【１】「せっかく」は、「せっかく…のに」「せっかく…だから」「せっかくの…」などという言い方で、努力してそのことをしたのだから、それが無駄にならないようにという気持ちを表わす。また「せっかくの…だが」「せっかくではあるが」などの形で、相手の頼み、申し出などを断る場合に使う。他に、「せっかくの休みに雨が降る」など、たまにしかない機会が無駄になる事態を惜しむ気持ちを表わすこともある。「折角」とも当てる。
>
>
> 【２】「わざわざ」は、あえてそうしなければならない必然性はないが、何かのついでではなく、その事だけのためにするさまをいう。特に、相手に気を使って、あるいは心を尽くして、相手のために何かをする場合に用いられることが多い。また、しなくてもいいのに、あえてするような場合にも使う。  
>  
>
>
>   1. _Sekkaku_ is used in the expressions _sekkaku... no ni_ , _sekkaku ...
> dakara_ , _sekkaku no..._ , and expresses a feeling that since an effort has
> been made to do something, it should not be wasted. In the form _sekkaku no
> ... da ga_ or _sekkaku de wa aru ga_ , it is used to refuse the other
> person's request or proposal. Also, in expressions like _sekkaku no yasumi
> ni ame ga furu_ ('just when we had a holiday it rained') it expresses regret
> at a situation where a rare opportunity is wasted. Also written 折角.
>
>   2. _Wazawaza_ describes a situation where, although there was no necessity
> to go to the trouble, a person has specially gone out of their way to do
> something, and not merely in passing. In particular, it is often used where
> something is done for another person out of concern or care for that person.
> It is also used in cases where someone is going out of their way to do
> something that they don't need to.
>
>

(Please forgive the clunky translation. The explanations are full of Japanese
terms that don't go easily or directly into English).

In 1) the emphasis is on appreciation of an effort or opportunity and regret
at the possibility that it will be wasted. In 2), the emphasis is on the fact
that someone has gone out of their way to do something, usually (but not
always) with appreciation of that action.

* * *

It is interesting that you've managed to come up with two examples where
`わざわざ` and `せっかく` are similar in meaning and usage!

`わざわざ来てくれたからご飯をおごるよ` and `せっかく来てくれたからご飯をおごるよ` differ only in that the first is
a 'reward' to the other person for making a special trip; the second is a
decision to take advantage of (i.e., not waste) the effort that has been made.

`わざわざ美容院に行ったのに、雨で髪がくしゃくしゃになっちゃった` and `せっかく美容院に行ったのに、雨で髪がくしゃくしゃになっちゃった` are
very similar. The first suggests that a lot of effort was made but the result
turned out no good. The second suggests that a lot of effort was made and it
was a shame that it was wasted. (It might be slightly more natural to say for
the second one: `せっかく美容院に行ったのに、閉まっていた`.) In most cases, however, the usages
are quite different.

* * *

Examples from the same dictionary:

> 〔せっかく〕(副)▽せっかくの好意を無にする▽せっかく来たのに留守だった▽せっかくですがお断りします
> 〔わざわざ〕(副)▽わざわざ持って来てくれた▽わざわざ来るには及ばない
>
> Sekkaku: (adv) _sekkaku no kōi o mu ni suru_ 'to bring to naught goodwill
> that is not come by every day' or 'to bring to naught goodwill that one
> should be grateful for' ('sekkaku' is not easy to translate here -- it
> doesn't mean 'goodwill that someone has gone out of their way to present';
> it expresses regret at a wasted opportunity), _sekkaku kita no ni rusu
> datta_ 'Even though I made a special trip (to see you) you were out',
> _sekkaku desu ga o-kotowari-shimasu_ 'I appreciate your making this
> request/proposal, but I regret that I have to turn it down'.
>
> Wazawaza: (adv) _wazawaza motte kite kureta_ '(he/you) specially brought it
> (to me/us)', _wazawaza kuru ni wa oyobanai_ 'there's no need to make a
> special trip / go out of your way to come by'.

In these sentences there is very little overlap in possible usage.
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It's quite easy: use わざわざ when thanking somebody for going out of their way to
do something for you, and せっかく when you want to whine that someone has (or,
more commonly, you have) gone out of their way to do something for somebody
else and hasn't received what you feel is sufficient recognition, recompense,
or treatment. Most commonly found as "せっかく XXX のに．．．" spoken in a high,
grating pitch with a pout at the end for effect. I never say this. I often
have to fight the urge to slap full-grown adults who do.
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I think `わざわざ` is very different to `せっかく`. `わざわざ` is closely related to
`わざと`, which means "on purpose". I think that "purposely", "explicitly",
"expressly", or "specially" might be good literal translations for `わざわざ`.

Japanese Q&A at [Space
ALC](http://home.alc.co.jp/db/owa/jpn_npa?stage=2&sn=202) on the difference
between expressions with `せっかく` and `わざわざ`:

>   * せっかく: `後に続く事柄が、望ましいものとして評価されている。`  
> "The matter which continues afterwards is valued as something desirable."  
> (I think that for `せっかく～のに…`, "I wish that..."/"it's disappointing that..."
> might often work and "may as well..."/"why don't [we/you/I]..." might often
> work with `せっかく～から…`.)
>   * わざわざ: `後に続く事柄が、困難・労力を伴うものであり、本来する必要がないと考えられている。`  
> "The matter which continues afterwards is something that goes along with
> some difficulty/distress or labor/effort/trouble, and can be thought that
> there isn't a fundamental need to do it."
>

An example with `（わざわざ／せっかく）～のに…`:

> `...`来てもらったのに留守にしていて悪かったね。  
>  It was bad that although (you) came that (he/she) isn't home.  
>
>
>   * `せっかく`: The speaker emphasizing that it would be desirable that that
> person be home ("It's disappointing that he/she isn't home given that you've
> come.")  
>
>   * `わざわざ`: The speaker emphasizing the difficulty/effort that it took to
> get there while it wasn't really necessary ("it's a pity he/she isn't home,
> I recognize the effort you made in coming.")
>

Because of the above points, `せっかく` and `わざわざ` are not interchangeable in the
following sentences:

>   * せっかく鎌倉に来たのだから、長谷まで足を伸ばそう。  
>  "We've gone as far as Kamakura, so we _may as well_ go a little further to
> Hase."
>
>   * せっかくですから、遠慮なくいただきます。  
>  "You've gone that far, (you) _may as well_ eat up without reservation."
>
>   * 彼がわざわざ出向くからには何か理由があるはずだ。  
>  "There has to be a reason why he went to the _explicit trouble/effort_ of
> going out."
>
>

I've found `せっかくの` and are sometimes difficult to translate into English, but
"precious" and "...that took great effort" (as general terms), "long awaited"
and "much awaited" (for holidays and describing releases of products in
advertising etc) and "kind" (for invitations etc) seem to work in a lot of
cases. The Kodansha Furigana dictionary defines `せっかくの` when turning something
down as "precious but not taken advantage of":

>   * せっかくの休みなんだから、どこかに出掛けよう。  
>  "It's the _long-awaited_ holiday, so let's go out somewhere."
>
>   * 折角のお招きですが、今回はお受けできません。  
>  "It's a _kind_ invitation, but I can't accept this time."
>
>

For `わざわざの` I think that "expressly"/"express" etc work a fair amount of the
time:

>   * わざわざのおいで、たいへん恐縮です。  
>  "I'm grateful for you _expressly_ coming."
>
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