There are two different kinds of listening devices: enhanced digital ears and interception tools.
Interception tools allow agents to pinpoint where you are, and listen in on your conversations, read your text messages, see your mobile email data, and more. Check out this list for a taste of what kinds of devices are available to law enforcement, with descriptions of the machines and prices.
In the physical realm, targeted listening devices allow users to hear the whispers of basketball players sitting on a bench in a loud, crowded NBA stadium. They can filter out background noise and target someone from hundreds of feet away. DHS has authorized federal, state and local agencies to buy these technologies, including the “Lil'Ears” system, priced at just over $11,000. The same company also makes a more precise device called “BigEars,” retailing for over $12,000. Another system is much more affordable. For just over $500, agencies can listen in to private conversations up to 300 yards away. Think about that for a second; that means someone using one of these products can hear what you are saying in a normal voice from three football fields away.
Similar technologies are available for sale to the general public for as little as $500.
Watch what you say at public demonstrations. The photo below shows NYPD officers using a large parabolic ear listening device at the Republican National Convention protests in 2004. There is no good privacy law around the indiscriminate use of these technologies to spy on the private conversations of ordinary people. Therefore assume that whatever you say in public isn't private.
Above: a long range acoustic device in use by the NYPD at the Republican National Convention protests of 2004. Image courtesy