I'm really confused, which device can I use to make sound at different frequencies with Arduino?
Piece transducer, buzzer, sounder, or a speaker? Also can someone provide a link to a good one to buy?
If you know what 8-bit music is, that is what I want to achieve. (4-bit music would be okay too)
If you buy random cheap parts off eBay, the description won't be accurate. 
A transducer is a speaker that can reproduce a range of frequencies. (Piezo speakers are only good for higher frequencies.) Greeting cards that play music use a piezo speaker. You can buy [u]piezo tweeters[/u] from places that sell speaker components.
Starting on page 10 of [u]this datasheet[/u] you'll see frequency response graphs showing a range of frequencies.
A regular 4-Ohm or 8-Ohm (dynamic) speaker requires an amplifier.
A buzzer or sounder has a sound-generating circuit built-in. You apply DC voltage and it makes sound. You can't change the sound/frequency.
Ok thanks! I happened to have a birthday card with a piezo speaker, exactly what I needed!