How to record my voice and output to speaker at the same time?
You need a USB Audio Mixer like this one Presonus Audiobox USB

When you use audio software, if you CAN monitor the output, there will be a delay because it has to come in through the mic, record to disk, they play it back.  

What this device does is take the live audio and send it into two different directions:


to your computer for recording
to an external device like a PA system or audio system


When you use this, you are not depending on your computer to play it back - it will go directly to the PA system while simultaneously recording it.

The best part is you can adjust the levels for your PA and recording independently so the quality is good on both - not on one and horrible on the other.

Using the Presonus as an example:




Your mic would go into 1 on the front and you would have your computer plugged into the USB (back) and the MAIN OUT (back) would go to the PA.  You just need the right plugs at this point.

I have used this setup many times and it works flawlessly.