A writer's retreat is essentially a pay-to-play vacation that consists of other writers and writer-type activities, often in an exotic or desirable location. They can be quite pricey.
A conference is more like a gigantic seminar, where you go to take workshops, participate in pitch sessions with agents (results vary drastically and many agents dislike going to these because it's hard to tell someone to their face that their project sucks, etc.), mingle with writers and publishing people, and attend a variety of panels. My favorite free conference-type activity is the Brooklyn Book Festival, which happens in September every year and provides a plethora of free panels and mini-workshops to the public.
Before you splurge on a writer's retreat or conference, I'd consider taking a weekend to turn off your electronics and really focus on your writing. Try and eliminate as many distractions as possible and see how you do. Read about writing, read great writing, basically spend the weekend at home highly focused. Go for a walk, a jog, a drive, and just let your mind wander. Honestly that can be just as if not more refreshing than an event, without the need for travel and spending big bucks.
I'd also recommend joining a local writer's group, whether it's a workshop group or a Meetup or what have you, and if there are free workshops and literary events in your area, attending those. See if your local bookstores host any author talks, signings, or events. Participating in writer's groups that meet weekly whether online, in person, or both is a great way to hold yourself and others accountable without having to pay an organization anything. Plus you can host "events" and workshops at your home or local spots.
Writer's retreats are definitely what you make of them, but I'm wary of the really, really expensive ones that promise a lot of agent and industry-related things. I think they tend to attract people who desperately need a vacation and time to write outside of their busy day-to-day lives.