This USB stick is the easiest way possible to have fun with a powerful, configurable receiver. Packed with the RTL2832U and R820T tuner, it can tune into signals from 24MHz to 1850MHz. That means you can use a computer (with Windows, Mac, or Linux) to tune into: FM Radio, AM signals (but not AM radio), CW (morse code), unencrypted radio signals (such as those used by many police and fire departments), POCSAG pagers, and more.
Plug it into your windows computer and use Zadig + SDR# to poke around and listen to the wireless world around us. See also the getting started tutorial.
Comes with a very compact RTL2832+R820T module with an MCX RF connector, and a basic DVB-TV antenna as well as an IR remote.
More information is available on the website of Adafruit.