Motion detection is typically done with a PIR sensor. https://www.adafruit.com/products/189
These are pretty easy to use, and there are many example projects linked in the tutorial here: http://www.ladyada.net/learn/sensors/pir.html
You probably want to start with an Arduino and a PIR sensor.
There are various types of fans and they require different types of controllers. What kind of fan did you have in mind?
The Wave Shield is a good way to play sound files: https://www.adafruit.com/products/94
There are several types of servos. The "standard" servo is a good general purpose one. https://www.adafruit.com/products/155