GNU radio is an awesome signal processing toolkit. You can use it to take signals from a cheap RTLsdr, or even a microphone, and make new virtual instruments, radios, etc. Long ago I was interested in aircraft navigation aids, and was able to throw together a receiver for the local VOR transmitter, which showed me on screen where I was relative to the transmitter.

You could build a sonar system, listen to ultrasound, or almost anything you can imagine, thanks to Moore's law and the massive amount of compute we have these days.