Secret Agent is a little step up from Agent. Every difficulty modifier is increased. For example, the AI will have better accuracy on Secret Agent, as opposed to Agent. It's still not great, but it does make things harder.
There is a checkpoint in all but the last mission on Secret Agent difficulty. The location of the checkpoints are as follows:
Just after you blow the CPU core with the CamSpy and the cutscene ends, you'll pass the checkpoint.
Right after scanning all the enforcers, a cutscene where Jack runs into a spot of trouble will play. You will be given a checkpoint when it finishes.
Grab Zeigler's briefcase in the safehouse and you'll clear the checkpoint.
You'll pass the checkpoint upon reaching the final battle against Killian's Dropship at the docks.
Upon reaching the deathmatch fight against Mai Hem you will be given a checkpoint.
Reach the huge containment area outside the prison beyond the labs to pass the checkpoint.
Open the motor pool's gate to clear the checkpoint.
Beat the Brothers at the start to pass the checkpoint. This checkpoint is pretty useless.
Once you reach the top of the datacore on your way through the facility you will pass the checkpoint.
Not long after you exit the village area, you'll hit the checkpoint just before the shallow lake.
Right after planting the tracking device on the energy source you'll be given the checkpoint.
Reach the final battle against Mai Hem to pass the checkpoint.
After Jonathon unlocks the two large doors, you will meet up with Carrington. Once he is finished talking, you will hit a checkpoint.
Complete all 14 missions on Secret Agent, (or a higher difficulty) in single player, to unlock this achievement.