I need to be puzzling out some of this myself, as a dance caller. My understanding is that there are two components to be thinking about -- the wireless transmitter/receiver system, and the microphone itself.
You do want the transmitter to be of the right sort not to pick up interference, etc., UHF is they key there. Often the transmitter will come with a lavalier (lapel clip-on) mic, but you need to purchase the headset mic separately.