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What is the difference between a Probity Probe and a Secrecy Sensor?

They may be slightly different shaped.

The Probity Probe is described as a "long, thin, flexible golden rod" while the Secrecy Sensor is said to "resemble a squiggly television aerial". Squiggly is the key difference here: if the Probity Probe is straight and the Secrecy Sensor is squiggly, then it would presumably be easy to tell the difference between them. Thanks to @Alex for the canon quotes:

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  "What's that?" Harry asked, pointing at the squiggly golden aerial.

  
  
  

  _{-- HP and the Goblet of Fire, Chapter 20 [about Secrecy Sensor]}

  
  




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  the liveried goblins who usually flanked the entrance had been replaced by two wizards, both of whom were clutching long, thin golden rods.

  
  
  

  _{-- HP and the Deathly Hallows, Chapter 26 [about Probity Probe]}

  
  

They appear to have slightly different purposes.

The Probity Probe is for detecting "spells of concealment and hidden magical items" (emphasis mine), whereas the Secrecy Sensor may be set off by students lying about their homework, where presumably they didn't use magic to lie. So although they're quite similar in purpose, they detect slightly different things and presumably actually function quite differently.

_{(In lieu of canon quotes, I'm used the reliable HP Lexicon as a source.)}

The Probity Probe appears to detect "spells of concealment and hidden magical objects" as we see in Harry Potter and the Deathly Hallows.

‘Ah, Probity Probes,’ sighed Travers theatrically, ‘so crude – but effective!’

And he set off up the steps, nodding left and right to the wizards, who raised the golden rods and passed them up and down his body. The Probes, Harry knew, detected spells of concealment and hidden magical objects. Knowing that he had only seconds, Harry pointed Draco’s wand at each of the guards in turn and murmured, ‘Confundo,’ twice. Unnoticed by Travers, who was looking through the bronze doors at the inner hall, each of the guards gave a little start as the spells hit them.

_{Harry Potter and the Deathly Hallows, Chapter 26, "Gringotts" (taken from Pottermore)}

However, the Secrecy Sensor "detects concealment and lies" as we see in Harry Potter and the Goblet of Fire.

"Secrecy Sensor. Vibrates when it detects concealment and lies.. . no use here, of
course, too much interference - students in every direction lying about why they
haven't done their homework Been humming ever since I got here. I had to disable
my Sneakoscope because it wouldn't stop whistling. It's extra-sensitive, picks up
stuff about a mile around. Of course, it could be picking up more than kid stuff,"
he added in a growl.

_{Harry Potter and the Goblet of Fire, Chapter 20, "The First Task"}

From the wording here it would appear that the Probity Probe is used to detect magical concealment whereas the Secrecy Sensor is use to detect general concealment. The Secrecy Sensor is also mentioned to vibrate and hum when it detects concealment or a lie whereas no mention of this is made of the Probity Probe.