Receive-only: AirSpy makes good units, and they work with gqrx. I have an Airspy R2 and an Airspy HF+.
About sdrplay I’m not sure the driver situation is so rosy on linux.
Aside the receiver itself, you need an antenna. For VHF/UHF/SHF, a single discone antenna can be a good option, ideally roof-mounted. Otherwise, decide first what signals you want to receive, then what antenna is needed. For HF/MF/LF (and even VLF), active loops and/or mini-whips (search for PA0RDT’s design) can be good starting points. Or, if space is no issue, a long enough wire.
Before thinking about transmitting, it’s best to have an idea on 1. what bands you want to try out, 2. what signals you want to send, 3. how much space/mounting options you have available. It’s cheaper to discover what you’re interested in with a receive-only setup.