So this is the deal:
1. There is the Danelectro one with integrated Mics, that deliver the "talkboxed" signal through to the amp, so no PA needed - HOWEVER - if you trust the reviews this doesn't work any well, so most Dano users just use the pedal with the tube and rip off the integrated mics, play it through a vocal mic/PA like any others. The Dano is cheap and according to HC not everyone gets great sounds out. But the Dano does distort and amplify the signal, so you only need the pedal and a PA.
2. The Heil Talkbox (or Framptone or whatever) is JUST A SPEAKER with a tube, that means you still need an amp to make your guitar sound that is then played through the talk box. Problems are: extra amp needed, long speaker cables, the switching can kill the amp if there is no load, it is difficult to get enough volume on the 100W driver of the box. But to some it's the only real sound.
3. The Banshee: It has an overdrive (pretty good one actually), an amplifier as well as the speaker. It is true bypass and mutes the signal to the amp when activated. It provides all the great sounds instantly. Really, I plugged this thing in and it took me 2 minutes to do very convincing rip offs of all the well known hits. By the way, there is also an external speaker out, then the Banshee can be used as a 2W practice amp with distortion, actually like a practice unit to practice just with your pedal board and a cab, quite neat side effect.
I am not regretting having bought the Banshee. But need to see how it comes across live, whether it stays in the band lineup. First attempt I received rave reactions from my band mates at least ...
Hope this clarifies?