There are various types, first you sweep your house with a receiver that will pick up various ranges of wireless signals ( radio waves) You also would use a electric ciruit detector to find wired bugs. Also you can use a heat detector to find the heat from electronic devices.
Also using devices, they can listen into a room though any window ( without a curtain) but this has to be done in line of site.
Now legal wire taps on your phone is done at the telephone office and there is no way to know if that tap is in place.
You will need about 20,000 in testing equipment to do it completely, and even then some may be missed. You will need to hire a professional who knows what to do, where to look and has the equipment