SDR radio hardware and software

I suggest you get started with a RTL2832U and a dongle such as the Freeview P250 dongle. This will give you coverage from 52MHz to 2.2GHz with a gap from 1.1 GHz to 1.2GHz. It produces I/Q digital outputs. Coupled with the gqrx software you get a nice spectrum analyzer display with a waterfall. As new signals pop up you can click them and listen to them (assuming they are voice)

I have been capturing the I/Q data of various signals for post processing in MATLAB.

I found this youtube video.
http://www.youtube.com/watch?v=vPs8GBrjmrU

http://www.wb5rvz.org/