Is there are sensor I can buy (sort of like a transmitter receiver) type, that I can use to have the robot follow me around?
The short answer is no.
The longer answer is maybe. It depends on what you are willing to wear, for the sensors to see. You will, of course, need two sensors, spaced some distance apart.The time of flight of a signal from one sensor to the device you wear will rarely be the same as for the other sensor. If they ARE exact, then it is tracking you properly. If they are not, then you are not centered in front of the follower, so the follower knows to turn a little bit.
Radios won't work, because the time of flight is too short for the Arduino to measure accurately, and way too short to differentiate distance.
Ping sensors can, if the time measured represents several pulses being sent and received back. The problem with them is that they can't tell what the signal bounced off of.
So, typically, they are modified. Doing so is not trivial.