This cheap pair of radio modules (transmitter FS1000A and receiver XYMK5V) can be bought lots of places online, and all the hard work of using them (at least for Arduino) has been provided in the RadioHead library.

I connect a couple of Arduinos (Mega and Nano) and transmit a message in the 433MHz ISM band.

RadioHead library: http://www.airspayce.com/mikem/arduin...

My video on serial communciation:    • Tutorial: Serial Communication on Pi ...  

The source code featured in the video is on my github page: https://github.com/magiccow/ook