This is one of those scenarios where a positive hit (a found device) certainly indicates a true listening device, but a negative hit (no results) simply means you didn't *find* anything, not that no devices are present.
This used to be a little easier, back in the heyday of some of the first covert electronic surveillance devices in the non-government market. If you want a fun read, look for "How To Get Anything on Anybody" by Lee Lapin. I think it was first published in the early 80's, my copy is from '89 or so. The technology has changed, but some of the basic concepts haven't.
Unenctrypted and unsecured covert devices can be easy-ish to find. Unless they were made and placed by a true professional, they're going to operate on common bands (900Mhz, 2.4Ghz, etc.). Setup a radio in the room playing loudly, then go outside the room with a police scanner and scan through all frequencies to see if you hear the radio broadcast. That won't find every RF audio "bug", but it would find the simple ones (well, it won't find them, it will tell you one is there, then you get to hunt for it). Make sure any common electrical devices (lamps, etc.) are powered on when you do this, in case there is a transmitter hidden in something like that.
Cameras are a little trickier. If they're wifi, you'd have to run a wifi snooper and look for any non-recognized networks. For recognized networks, you'd want to log into the router and look at the dhcp table and internet activity table, see if there are devices/IP's you can't recognize. Unsecured RF cameras can be found by buying a few common tunable camera transmitter/receiver devices (something like this ) and seeing if you pick up any signals.
An RF spectrum analyzer is also handy just to see what is broadcasting the strongest signals in the area. A directional antenna should help you locate sources.
This is very much a hide-n-seek game, and how deep you dig into it depends somewhat on judging the threat of the eavesdropping. More sophisticated cameras can easily have an SD card and store lots of video/audio. Instead of listening live, the listener might come by once a day to remotely pull data wirelessly, or even set the device to upload data at 2AM to a remote server somewhere. You'll want to be looking at outbound Internet traffic 24/7 for a few days (maybe run ntop or something similar) and so forth.
Have fun :)