I assume from your question that you are not a licensed amateur radio operator, or "ham," but an amateur listener.
Ham radio equipment is for transmitting and receiving radio signals. You may transmit only when licensed to do so, and only while following strict rules. Hams communicate across the city, across the country, and across the world. I regularly talk to people in the US and foreign countries. See www.arrl.org for more information.
Walkie-talkies come in a wide variety of uses and configurations. Some are ham equipment and may only be operated by licensed people. Some are CB, and some are for specific public service uses. The frequency and power vary from application to application.
A scanner has already been well-described; I won't repeat it. Their use can be fairly involved, though, so be prepared to study the manual.
There are a number of receivers that include AM and FM broadcast, short wave, and some VHF/UHF frequencies. Radio Shack has some inexpensive receivers in this category. One of these would be a good start. If you hear strange beeps and tones, you may want to learn how to decode them. The ARRL can get you started towards a ham license.
Good luck. Hope to hear you on the air with your new ham license someday.
Frank
KK4PR