If you want to dabble for _cheap_ with SDR, the RTL-SDR [1] is a It allows to listen to FM radio, decode most 433MHz devices (weather stations), car keys signals, and even NOAA weather satellites [2] with a DIY antenna [3]. [1] https://osmocom.org/projects/sdr/wiki/rtl-sdr [2] http://www.rtl-sdr.com/rtl-sdr-tutorial-receiving-noaa-weath... [3] http://tinhatranch.com/how-to-build-a-qfh-quadrifilar-helix-...
Said from experience of having built something more complicated and having it perform worse than two pieces of copper tubing stuck in a piece of scrap plastic.