I think the RealTraps site has a series from 10 - 300 hz, at 1 hz interval. Maybe stereophile test CD for > 300 hz.
When I first used the 10-300 tones I made the mistake of labelling my graph paper starting at 20hz, and I was disappointed that my VR4JRs didn't start registering on the RatShack meter and my senses untill 28 hz or so - But it was actually 18 hz, I only realized later!
I did find some interesting dips that spanned only 2 to 3 hz, that 1/3 octave tones would miss, just as Ethan says (once again!)