Triple Sec can be considered a generic and inexpensive version of Cointreau. Cointreau is a premium brand of cordial imported from France. Both are considered "citrus flavored" however each have distinctive and varying flavor profiles. Each have roughly the same alcohol content and can be used interchangeably. If you can afford the expense of paying up to 4 times the amount for Cointreau as compared Triple Sec, you should.
I've worked in several facets of the Food, Beer, Wine & Spirits industry for over 20 years.