Terran has Banshees and BattleCruisers. Protoss has Void Rays and Carriers. Zerg has Mutas and BroodLords. Good for harassment and when massed they can go through bases like butter.
Gotta say that all three are fairly equal. I've seen a number of strategies that work but basically if you're able to out micro and macro your opponent and use that micro to distract and harass in their base, you're probably gonna pummel them. Here's what I've seen.... Protoss: Warp Prism loaded with an Immortal or two, random drops around the enemy base and warping in Zealots to support. Pretty effective. Phoenixes. This unit is hella imbalanced and just got a buff. Now they can terrorize players even earlier with their innate anti-grav ability (total ridiculousness) Zerg: Muta harass and Corruptor harass (infest is insanely useful against both air and ground units as well as stopping production). Map control is also considered harsassing and zerglings are cheap and perfect for that. Terran: Hands down, the Medivac drop. This race is all about timing attacks. Even one medivac loaded with 4 Marauders right as you research stimpack can be absolutely devastating to a Stalker-heavy Protoss. Mass medivac Marine drops at the proper timing (prevent mass Colossus and Psi Storm) make TvP a breeze. Of course, once Protoss gets either Colossus or Psi Storm Terran is pretty screwed so it's one of those tech battles. Take your pick of how you want to harass... I wouldn't really call all-in tech "harassment" so I would count out Banshees and Void Rays. Those are more of all-in gamble strategies or support units than harassment units (except for the Banshee's cloak which, again, is a timing attack). Take your pick....
Oh quit this "protoss sucks" qq, seriously. If protoss were the worst race in harassing, had useless and weak units, take too much skill to beat skilless people and whatever else you keep claiming around then we shouldn't be seeing protoss players past the round of 16 or 8 in almost any tournament, genious did win the blizzcon tournament though, and we have 2 P/2T players in the current gsl finals, which does say something about balance(if you include that zerg won both previous gsl's, they're deffinitely not weak either)... As for harass: A storm drop can kill 20 workers easily. If that sucks then I don't know what doesn't... Watch this game: http://sc2casts.com/cast1765-Strelok-vs-mouzHasu-1-Game-Unknown-Event-Pro-Matchup and see how Hasu is all over the place with storm drops and chargelots. I've also seen some seriously sick blink stalker harass by kiwikaki against a zerg player on jungle basin, where he was blinking all over the place, killed a ton of workers in like 3 zerg bases, took some unit and building kills too and when he got cornered by like 3 times his stalker army in roaches, he recalled out to his mothership, taking almost no loss... Protoss has lots and lots of ground for creative play. If players stick to a strategy that generally works and only trying to make it work better instead of trying other things, it's not the race's weakness... And I'm not even taking phoenixes into account which can do a crapload of harassment, scouting and give a P player incredible map control. Harassing is like aggression. There are harassing players who use elements of each race to augment their harassing style, not harassing races, just as there are no aggressive races, by nature either. An aggressive player will be aggressive be it with marines, zealots, zerglings or motherships. The thing about strategy games is that players adapt the race they pick to their style and not the reverse. You play the race that seems cool to you just because you think it's cool, and not because it's powerfull-so you'll get to beat people up easily, or because it's weak-so when you beat people with the weak race it means you're so good. You have a specific playstyle which includes harassing a lot? Then probably if you play zerg you use mutas/lings/nydus a lot, if you play terran you'll use hellions/banshees/drops a lot and if you play protoss you'll use phoenixes/warpprisms/blink stalkers a lot. If your playstyle is more a defend first and attack with a huge army style, then you might as well defend your arse off and then depending on the race do a huge push with different kinds of units, like marine/siegetank/battlecruiser for terran, roach/broodlord/hydra for zerg, or zealot/stalker/colossi for protoss or whatever you find cool and can bend to suit your personal style...
Zerg because you can mass your units more quickly and easily. Protoss can't really harass that good unless with like blink stalkers.