Harassment can be in many forms. You may harass their economy, so you have a stronger one, thus a bigger army. You might harass specific buildings, such as supply depots, so they have to waste minerals and build again. You might just harass some of their units to throw them off their game, so they arent building or making an army.
The three races each have a number of units that can harass
- Mutalisks are a very strong harassment unit due to their mobility, high damage output and splash damage. Zerg players frequently use them as a "surprise tactic" by transitioning to Mutalisks after they have opened with an other unit combination and try to abuse the fact that the opponent may not have adequate anti-air defenses ready.
- Infestors can be used in conjunction with their Fungal Growth ability to damage and possibly destroy large numbers of workers. Because however a single Fungal Growth is not enough to kill a worker they do not see much use. The damage from Fungal Growth, however, can be combined with a few Infested Terrans to decimate the workers.
- Roaches with the Tunneling Claws upgrade are sometimes used to sneak past an opponent's defenses if he lacks detection and unburrow near his mineral line targeting workers.
- Banelings have excellent splash damage and are often used to sneak into an enemy mineral line. They can also be dropped from an Overlord directly on the workers, avoiding any base defenses that may exist.
- Early speedlings can run past the opponents army without taking too much damage and harass the mineral line.
- Medivacs are used to drop units at an undefended part of an opponent's base or near his mineral line to cause damage without taking much damage. Drops are the most commonly used harassment method in the Terran arsenal since Medivacs are almost always a part of the Terran army.
- Hellions offer great maneuverability and their splash damage can decimate workers extremely fast.
- Banshees have great air-to-ground damage and can cause significant damage if no anti-air is present. Their usefulness is prolonged by the Cloak upgrade, forcing the opponent to get Detectors.
- Vikings are often used against Zerg to hunt Overlords. Their big advantage however is their ability to land, damage a remote part of an enemy base-preferably the mineral line- and lifting off again before the enemy can react.
- Reaper harass is a very common Terran opening but can also be used in the mid and late game. Reapers can enter and exit a player's base extremely fast due to their Jet Pack ability.
- Auto-Turrets are often used by Ravens behind the enemy mineral line.
- Void Ray harass is commonly used against both Terran and Zerg opponents. Void Rays can be game ending if the opponent doesn't have anti air by the time they arrive and once charged they can do large amounts of damage to both units and buildings.
- Phoenixes are an excellent harassment unit once they have reached a certain number. They can be used to pick off Zerg Overlords as well as use their Graviton Beam ability to pick up and kill workers. Their fast movement speed allows them to fall back before taking significant damage.
- Dark Templars can annihilate an entire mineral line worth of workers in seconds if the opposing player does not notice them in time or lacks detection.
- Early Zealot harass and rush. Very early zealots can destroy the opponents economy or even win the game if they dont defend well. But it can be a double edged sword, if the rush fails.
Hope this helps