Ettus Research just released an interesting new "get started with software-defined radio (SDR) kit" called the USRP Instant SDR. It consists of a USRP, an RF board and a USB stick that boots up linux with everything you need to begin experimenting with software-defined radio. This looks like a great way to get started without the cost and complexity of some of the more sophisticated setups.
Ettus features a video of mine on their page where I demonstrate a GSM cellular network using OpenBTS. They also use a clip from it in their video:
I have two videos featuring Ettus products, this one on OpenBTS:
and this video about tunneling IP networks over the air between two Ettus radios:
You can do the same with the Ettus USRP Instant SDR - give it a try!