Lots of articles can be found on the internet about using the Realtek RTL2832U as a low cost Software Defined Radio (SDR) receiver. As such, I'm not going to replicate that information here - instead I'm just doing to share how I got an SDR installation covering 100kHz to 1.7GHz up and running for less than 25 GBP.
The SDR Receiver
The lowest frequency the RTL2832U can normally receive is 25MHz - not much use for receiving SW transmissions! So if you just buy the RTL2832U dongle (available for less than 10 GBP on both Amazon and eBay), you will only be able to receive transmissions on 10m and higher.
As I wanted to receive below 10m, I opted to buy a kit that allows reception down to 100kHz - the downside to this is you will need two antennas (or have to swap them over when you switch between HF and VHF/UHF. The kit cost 18 GBP on eBay, and includes a metal enclosure. Assembly was a bit fiddly as there are several surface mount components. If you don't fancy assembling the kit, ready assembled versions are available for around 24 GBP.
The SDR Software
My software of choice (everyone has their own favourite) is SDR#. It does everything I need and also has a very useful frequency manager plugin.