Some passive devices:
Resistors, capacitors, inductors.
Some active devices:
BJTs, JFETs, MOSFETs, Valves.
IMHO, the difference is that active devices can amplify a signal, but passive devices cannot. So if you want to build an amplifier or oscillator, you need to use an active device.
By that definition, ordinary diodes such as 1n4148 or 1n4007 are passive devices as well.
There was a discussion about this before and some people said that diodes are active devices. They had different definitions for "active" and "passive".