The more devices you use the more different readings you'll get. That's my experience. I tend to just stick with one device and go with that. I'm not after super accuracy so if I'm a few points out at one end then the chances are I'll be the same few points out at the other end if using the same measurement device so the end result as far as the beer is concerned is the same even if the numbers are not bang on.
But having said that I've found the refractometer and the hydrometer to be pretty close to each other so just use the refractometer for convenience and less wastage. Also found the refractometer to measure gravity after fermentation and use one of the online calculators to correct and find it correlates with hydrometer readings just as well.
Also use an iSpindel during fermentation, but only to track the trend of gravity drop rather than the actual numbers as that always disagrees with both the hydrometer and refractometer even though the calibration in sugar'd water is bang on.
I suspect stuff like temperature and contaminants in the wort/beer might have all these tiny affects (small bubbles, bits of solid matter in suspension etc).