I've been playing around with some of the cheap SDR stick, and found one from
DX.com for about $11 that works really well. I take the PCB out of the cheap plastic box, and rehouse it in a small diecast box, with the appropriate connectors for aerial, baseband output, power and logic control. I usually add a remotely variable attenuator which improves the image rejection in the presence of strong signals. I've written some drivers for a couple of the SDR chips, and they're actually really interesting to mess around with.
I have a couple of these receivers used for spot frequency monitoring (in one case listening to a certain 70cm repeater) - they're cheap enough for this, and I use one for marine band monitoring, scanning through the popular channels, and stopping when a signal is received.
My current experiment is to use one on HF, with a variable gain, critically tuned preamplifier (tuned and gain adjusted by the control logic), and the results are certainly promising. It may be possible to build a comprehensive multi-mode communications receiver that tunes from close to DC right up to the microwaves, including on-board data mode decryption and morse decoding, for about £80 including the Raspberry Pi to control it!