So you can start small and grow, or start large and be overwhelmed :-) The "low end" are the various DTV tuner sticks and NooElec is a good source for them. The middle of the road is the HackRF One ($300). The high end would be something from Ettus Research like the USRP.
I have one of the USB DTV receivers and it was fun for exposure but hard to do really interesting stuff with. I got the HackRF One and it has been a lot of fun, I added the Ham-it-Up so that I could easily play around in the HF and AM bands. For my bluetooth work I ended up getting an UberTooth even though the HackRF One should be able to do what I need, the Ubertooth was more compact and simpler to set up and take down.
In my case I'm interested in mesh network wireless systems for robotics and room / house localization for those robots. I also have one of the newer Crazie Fly quad copters and want to get to the point where I can manage it using software.
The important thing is to pick a unit that can operate in the frequencies you are interested in (the HackRF One goes 1Mhz to 6Ghz so its pretty wide open) and be ready to revisit a lot of math you might have considered less than useful back in school (complex numbers).
Really though maximum value per $ is probably though starting with one of the USB DTV receivers. If you find you hate it, or its too steep a learning curve, then you won't be out all that much.