Very important! What do you want to sense?
Welcome to the forums
You want something small and simple? Think of the power source first. Two 3V lithium coin cells produce 6V which can operate some loud piezoelectric beepers!
You don't say where you are so I'll assume America. The big parts suppliers there are Digikey and Mouser, and a few others (
Here's how to use the Digikey search filter engine. Go to
http://www.digikey.com/product-search/en/audio-products/buzzers/
Narrow down the featuers you want by clicking in the columns to enable (select and highlight) or disable (deselect) an option. (A column with no options enabled has all options enabled.)
Driver circuitry: select "Indicator, Internally Driven" and "-". (Use Ctrl-click to add/remove a line from your selection.)
Supply type: select DC only.
Voltage - Rated: select 5V and 6V options, or a wider range if you like; 6V may turn out not be an ideal supply voltage.
Mounting type: leave all these types enabled. Surface-mount components will be compact but other types may have physical advantages too.
Other parameters choose now or narrow your filter later.
Select In Stock and click Apply Filters
Scroll down to see all the options that match your filter.
How you turn the beeper on and off is the interesting part of the project. You need a sensor, and probably circuitry of some kind, to process the sensor's signal (it may be an analog signal that needs some kind of detection process to know when the conditions are right to activate the beeper.
Low-voltage low-power circuitry like this often uses MOSFETs with low gate voltage thresholds for the active elements. It all depends entirely on what you want to sense, and how you want the beeper to respond.
BTW it would be very helpful if you told us some background information about this project! It sounds like an exam question to me... Prove me wrong!