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If you're looking for a good cheap kit to start out with, I suggest a cheap DVB-T card with a Realtek RTL2832U chip.

20 MHz - 2.2 GHz ~2.5 MS/s

Just google for RTLSDR.

You can get started for as little as 15-20 USD.

I second this, one of the links to a site selling the HackRF also sells a USB dongle. He explains in the first video that you will be able to do some of the lessons with this cheaper hardware. The welcome lesson about FM can definitely be done with a cheapo dongle.

http://hackerwarehouse.com/product/dvb-t-usb2-0/

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