What's the Opposite of a sensor?

The commonly accepted term for this is "actuator," although technically that only applies to outputs which generate motion (for example, an LED is not an actuator).

A more general term for both inputs and outputs is "transducer," which is a device that converts one form of energy into another. For example: An LED converts electrical energy to light, a speaker converts electrical energy to acoustic waves, and photodiode converts light to electricity.

Transducer is also often used to mean "sensor," even when the sensor isn't really doing an energy conversion: A common pressure sensor is really a bridge resistor network, so electrical energy from the power supply is being converted to electrical energy to the amplifier/AD converter/whatever. The pressure of whatever gas is acting on the sensor isn't really being converted to another form of energy.

You might consider using the term " output indicator" or just "indicator". Thus the display is a visual indicator, the speaker is an audio indicator, and the vibrator is a mechanical indicator, etc.