A lot depends on your budget; you can start at $25 for a decent Nooelec or RTL-SDR.com SDR dongle which will cover from 25 megs to about 1.7 Gigs. If you want to add HF to that a Nooelec Upconverter would be needed which is about 40 bucks. That would get you up and going on a slim budget but you still need a decent antenna, computer software, pigtails/adapters and teach yourself how to use the software (it's not plug 'n play with this set-up). This system has worked fine for me but may not be your cup of tea as there's so much out there to choose from.
Check out the RTL-SDR.com website as there are a number of SDR reviews. Also keep in mind that new products are coming out all the time. Another good resource is Thomas Witherspoon's SWL Post.
Good luck!