A great link/threadlink/thread, with nice informations to start. USRP's are indeed quite expensive and RTL-SDR could be really cheap, but not always reliable.
I use the HackRF-One(30MHz–6GHz, half-duplex though), and it costs 344€.
replaced http://reverseengineering.stackexchange.com/ with https://reverseengineering.stackexchange.com/