The present invention relates to a gas concentration detecting device for use in an air-fuel ratio control system for an internal combustion engine. An air-fuel ratio control system for an internal combustion engine of a vehicle incorporates a gas concentration detector for detecting concentration of at least one of HC (hydrocarbons) and CO contained in exhaust gases from the internal combustion engine and for feeding a result of detection back to a controller. The controller controls air-fuel ratio to a value near a stoichiometric value on the basis of the result of detection fed back from the gas concentration detector, so that unburned gases, for example, HC and CO are reduced as much as possible, and the internal combustion engine is operated at the stoichiometric value, resulting in high fuel economy. An example of such gas concentration detector is a gas concentration detecting device disclosed in Japanese Patent Provisional Publication No. 3-82237. This gas concentration detecting device is so constructed that a part of a gas passage is made an annular space, which is surrounded by a case. When the inner peripheral surface of the case is subjected to electrolytic plating, its annular plating surface is exposed to exhaust gases to provide an oxide film that constitutes a sensor electrode. As well known, the oxide film formed by the electrolytic plating exhibits catalytic function to the exhaust gases. Japanese Utility Model Provisional Publication No. 2-131748 discloses a gas concentration detecting device in which plural sets of electrodes are disposed in a casing in which gas flow passages are formed, and which are selectively made to become active according to concentrations of gases to be measured, to thus determine the concentrations. With the above gas concentration detecting device, it is generally necessary to ensure a flow area sufficient for supplying exhaust gases to the interior of a sensor element in order to ensure accuracy of gas concentration detection. Accordingly, if this type of gas concentration detector is employed as the gas concentration detector of the air-fuel ratio control system for internal combustion engine, this requirement inevitably results in enlargement of the entire detector. As described above, the gas concentration detector is mounted on the engine, and is exposed to atmosphere outside the vehicle. Since the gas concentration detector is required to be resistant to a high-temperature condition around the engine, particularly to steam condensing conditions around the engine, it is usually equipped with a filter element. However, it is known that if a large filter element is installed in the casing of the gas concentration detecting device, the engine power is undesirably consumed by an increased resistance in the filter element. It is not a desirable way to increase the cross-sectional area of the sensor element so as to avoid such power consumption. In the gas concentration detector disclosed in Japanese Patent Provisional Publication No. 3-82237, when a catalytic element is formed by the electrolytic plating, this causes a reaction on the plating surface of the sensor electrode. With the surface of the sensor electrode covered with oxide film, the reaction is inhibited, resulting in a disadvantage that detection is limited to specific types of gases. The specific types of gases to be detected are HC and CO. For that reason, this gas concentration detector is not so suitable for detecting air pollutants other than HC and CO, such as NOx, for example. In the gas concentration detecting device disclosed in Japanese Utility Model Provisional Publication No. 2-131748, plural sets of electrodes are disposed in a casing, and are selectively made to become active according to concentrations of gases to be measured. This requirement complicates a driving circuit for the gas concentration detector. In addition, since the plural sets of electrodes and sensors are in electrical communication with one another, accuracy of detection is adversely affected by ambient temperature. In order to reduce this ambient temperature effect, it is necessary to provide a current regulating device for ensuring constant current to the sensors. This means that this gas concentration detector requires a large space, and is also complex and expensive in structure. Japanese Utility Model Provisional Publication No. 1-105545 discloses a gas concentration detecting device in which each of multiple sets of electrodes exposed to the gas containing oxygen in a casing is formed by a pair of electrodes different in kind of materials. For instance, each electrode may be formed by a silver electrode and a platinum electrode. These two kinds of materials are selected such that oxygen partial pressure in an exhaust gas is greater than an oxygen partial pressure at which platinum is converted into an oxide. If the gas concentration detector is operated at a constant voltage in the oxygen-rich atmosphere, at least one of the pair of electrodes exhibits catalytic function to the exhaust gases. The electrode exhibiting catalytic function is made of an alloy which includes aluminum, for example. The other electrode, which does not exhibit catalytic function, is made of a platinum alloy. In this case, if it is required to increase resistance between the two electrodes as the exhaust gases are passed through the gas concentration detector, an appropriate selection of the materials of the electrodes is not made, because both of the electrodes are formed of alloys having platinum in a main component. In such a manner, the above gas concentration detector requires a large volume and is expensive. If the gas concentration detector is desired to be employed as an in-engine gas concentration detector, it is required to be highly durable against high-temperature conditions and to be also resistant to steam condensing conditions. However, in the gas concentration detecting device disclosed in the Japanese Patent Provisional Publication No. 3-82237, since a heating member made of a precious metal is disposed outside the casing, the heating member is gradually corroded and its function is lost. In order to ensure desired durability, a protective ceramic having high heat resistance must be employed for the heater member. However, in this case, it is not possible to manufacture a compact gas concentration detector, because the heater member must be mounted on a heat insulating member having high heat insulating effect, which is required for ensuring desired durability and which results in a large-sized heater member. In the gas concentration detecting device disclosed in Japanese Utility Model Provisional Publication No. 2-131748, since an inert insulating member is mounted on a housing to provide the casing, the entire gas concentration detecting device has large size and high weight. In addition, for detecting HC and CO by use of this gas concentration detecting device, the heater member is disposed on the casing. If it is required to improve durability against high temperature conditions and resistance to steam condensing conditions of the gas concentration detector, the heater member must be provided on the casing. Accordingly, there has been a demand for a compact and highly durable gas concentration detector having a simple structure.