How can someone discover if they are being electronically bugged?

A scanner, or physically finding the device.

A scanner, or physically finding the device.

I'm not sure. Probably scanning because I think it is being picked up by the electrical system. I've tried recording and playing back music using my computers and I get this in tempo thumping in the input and output system that I use to record and listen. It is not in the music because it happens just having it hooked up.
I've had interference before, but that was hum which was eliminated by a filter. This is something different and it may be something else rather than a bug but I can't figure out what would cause it.