What's the difference between low energy photons and high energy photons?

Higher energy photons have shorter wavelengths. This means they are higher frequency. We can look at the equations, like E=h, and see directly that shorter wavelengths have more energy, but I think you're going to want a more intuitive example. Let's haul out the ropes!

Battle ropes are an exercise tool. You try to set up waves that propagate down the ropes. If we visualize ourselves pumping these ropes, we see that if we want to create higher frequencies and shorter wavelengths, we have to put more energy into the system. We have to accelerate the ropes up and down at higher rates, and that requires more energy. This is true even if we keep the amplitude of the ropes the same.

Photons don't move up and down like this, but they do create oscillating electric and magnetic fields (which are often visualized in a form similar to battle ropes). Oscillating this field more rapidly involves more energy, in the same way as the higher frequency battle ropes did.

Like with the battle ropes, the light waves travel at the same speed, regardless of whether they are high frequency (high energy) or low frequency (low energy). The energy is seen in how rapidly the rope changes position (or the fields change strength).

All photons travel at the same speed (light speed) and carry the same spin (1). A gamma ray photon packs more punch than a radio wave photon, simply because its wavelength is much, much shorter. The formula is:

$\mathrm{energy} = \frac{\mathrm{planck's\ constant}\ \times\ \mathrm{speed\ of\ light}}{\mathrm{wavelength}}$

Which means as the wavelength gets smaller and smaller, the energy contained in each photon goes way up.

There is a difference in wavelength and hence frequency. The energy is given by hv where h is Plancks constant and v is the frequency. Radio waves have a relatively long wavelength whereas gamma rays are much shorter.