The normal audio band is generally 20Hz to 20kHz, so virtually any audio equipment should suit the bill. If you aim for something that claims to be sort of high fidelity, you should get at least a somewhat "flat" frequency response, and if you want low frequency content to be present in any real amount, you want a physically larger driver. For normal listening levels in open air, I'd start at around 4" wide speaker cone to get at least a little bit of actual response at the bottom of the audio band (though, if you actually want good performance at 20Hz or even below, you're going to need at least double that usually).
As for higher than audio band stuff, many measurement mics will go to 30kHz or more, but if you want to go much higher, you're looking at ultrasonic transducers, and as with most things, getting several narrower band transducers to cover the ranges you're interested in is going to be a lot cheaper than trying to find a transducer with reasonable response over a very broad frequency range. Consumer grade microphones can probably do a good job in many cases, but will virtually never come with a measured characteristic response. I've used some Rode NT1 mics for measurement purposes, as they are very low noise, have a flat response, and are a bit cheaper than full blown measurement mics - but they don't come characterized, they are not fully omnidirectional (cardioid response), and they require phantom power.
If you only need relative measurements, I'd focus on getting a fairly flat speaker situation figured out, then test a few decent mics that seem like good choices and just use the one with the flattest response normalized against your source. Getting a very flat response speaker set is going to be expensive, especially if you want good low frequency performance, and even inexpensive mics can have a pretty good response over most of the audio band, though stuff like housings and even mic grills can interfere with this.