Follow along with the discussions here: http://www.reddit.com/r/rtlsdr or find some of the useful software here: http://sdr.osmocom.org/trac/wiki/rtl-sdr
I picked up one of the compatible receivers from ali-express:
and will document here the steps I took to set it up with gnuradio on ubuntu 12.04.
There are a few things that I won't cover in this instructable, because they deserve an instructable of their own. These include:
1) using the Ubuntu command line (terminal)
2) cloning a git repository
3) building software from source on Ubuntu (especially with cmake)
If anyone has links to stellar, class A++ quality tutorials on any of these things, please add them to the comment and I will link them here.
Step 1: Install gnu-radio
1) use an install script
2) install from source
Don't ask me why, but I tried the second option (probably the harder). After a first attempt that failed, I went for the first (and recommended option) to much success! So... lesson learned. Note to self, follow advice of program developers when installing software.
My advice, use the install script.