I definitely agree with packetlss. The ~$20 dongles are way too much fun. They aren't very noiseless or precise, but it doesn't matter given all you can do with one.

I have many of them, and I also have a HackRF. HackRF additionally transmits, which can be cool, and is my first transmit capable SDR. Previously I did build an SDR, an incredibly simple circuit called the Zeta SDR, and then hooked it into a sound card. I've also played around with digital RF synths, but they are not the same, although that is my first experience with transmission, and also the Raspberry PI simple FM transmitter (and I do have my Amateur Radio license, which is often a requirement to transmit at any appreciable power like for outside of a room).

I really like the HackRF so far. It works great on my Chromebook, and playing with the GNU Radio companion is really fun. I'm looking forward to the continuing video series the HackRF creator is making.

I know of at least one person who has a more expensive device, the Perseus SDR. They use it for receiving week signals on the shortwave radio bands.

Edit: checkout the subreddit for the dongles http://www.reddit.com/r/rtlsdr