I'm a llama!
Sorry, but without more information about what you're trying to do, we can't really give you a good answer.
As for transistors, they will all have a maximum frequency for which they're good. This depends on the model of transistor, and can range from a few kilohertz to a few gigahertz. You'll need to check the transistor's datasheet to find out for sure.
Almost any integrated circuit will have some kind of maximum frequency that they will be rated for. Be careful, though, since sometimes this parameter is lumped together with other parameters. For example, op-amps have a parameter called slew rate, which is usually measured in V/uS. This tells you how much change in voltage the op-amp can deal with in a given time frame. What this means is that the greater the voltage swing the op-amp has to deal with, the lower its maximum frequency will be.
Another thing you have to worry about at high frequencies is that for simplicity's sake, we usually model the wires connecting the components as perfect conductors. At low frequencies, this is a good approximation, but at high frequencies, if you don't model the capacitances and inductances associated with the conductors, you'll get wildly inaccurate results. Needless to say, this complicates modelling drastically. Read up on transmission line theory for an overview of the issues involved.
That said, I have naively (that is, without taking special measures for dealing with high frequencies) built digital logic circuits up into the mid-single-digit megahertz range, without any ill effects. Not so sure about analog circuits, as I've never built anything beyond about 100 KHz. I would assume that high-frequency effects would start being noticeable in analog circuits before they would be in digital circuits, as in the latter, the effects would have to be large enough to start flipping bits before they would become noticeable.