$20 SDR hardware

Thanks to Osmocom cheap USB stick DVB-T tuner can be changed into SDR (Software Defined Radio) hardware.

Inside EzTV666/668 dongle you can find RTL2832U DVB-T COFDM demodulator with high-speed USB device and E4000 multi band RF tuner (64MHz to 1700MHz input frequency range, from FM radio to DVB-H). The RTL2832U can be placed into a mode where it simply forwards the unprocessed raw baseband samples (up to 2.8 MS/s 8-bit I+Q) via high-speed USB into the PC, where they are routed into GNU Radio making excellent value SDR.
No hardware modifications are needed, so USB stick can still work as DVB-T or consumer band radio receiver.
Other popular homemade SDR solution is to use sound card as a A/D converter. Receiver kit for the 40 m (7 MHz) band can be bought for $15 from http://www.amqrp.org.
Overview of SDR applications for Linux (usbsoftrock, quisk DttSP + sdr-shell included): http://kb8ojh.net/sdr/linuxsdr.html.
For Windows users: SDR# (SDR-Sharp) versions 244+ (dev) have added support for RTL based SDRs supported by ExtIO.

Check also page dedicated to RTL-SDR: http://www.rtlsdr.com/.