How do I determine what kind of proximity sensor / RFID hardware is in a device?
http://www.adafruit.com/products/364 plus an Arduino is easy to get started with if you want hardware development.

Even easier though is getting a SCM SCL3711 USB NFC stick and running it with libNFC.

Those are just for NFC and 13.56 MHz though. The security thing could be an older HID key and use 125 kHz and for that you'd need other hardware like an HID reader off ebay, they can be cheap there. They usually put out Wiegand data that is easy to read.

It really all depends on who manufactured the thing you're trying to interact with. I don't think there is really one universal device for all this, but if there is, I'd love to know about it.