Power supply or battery pack, component under test (resistor/wire, filament lamp, diode), ammeter, voltmeter, variable resistor (or variable supply), connecting leads, switch. For a diode, include a protective resistor.
Wire / fixed resistor
Straight line through the origin. Ohmic. $R$ constant if temperature is constant.
Filament lamp
Curve that gets shallower. As current rises the filament heats, ions vibrate more, $R$ increases. Non-ohmic.
Diode
Almost no current in reverse. In forward bias, current rises sharply after a threshold (about $0.6\,\text{V}$ for silicon). One-way valve.