$100 to $200 can get you started with a basic single-band rig. Add about $50 more for some decent RG-58 coax, build your own antenna, tune it, and you're ready to go!
You'll need a license first, of course.
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The mere fact that science may not yet adequately explain an object, event, or experience does not mean the immediate explanation should automatically default to a conspiratorial, extraterrestrial, paranormal, or supernatural cause.