CubicSDR is a cross-platform Software-Defined Radio application which allows you to navigate the radio spectrum and demodulate any signals you might discover. It currently includes several common analog demodulation schemes such as AM and FM and will support digital modes in the future. Many digital decoding applications are available now that can use the analog outputs to process digital signals by “piping” the data from CubicSDR to another program using software like Soundflower, Jack Audio or VBCable.
CubicSDR supports the readily-available RTL-SDR which is an inexpensive SDR device that can be purchased online for about $10 and up. Search for “RTL2832U” and “820T” or “820T2” on sites such as eBay or Amazon to see what’s available. Additionally CubicSDR now includes support for SDRPlay, HackRF, BladeRF, AirSpy, NetSDR+, Red Pitaya, Audio Devices (some platform specific at the moment) or any other device with an available SoapySDR support module.
For information about getting started right away with an RTL-SDR device there’s an excellent write-up at rtl-sdr.com with links to many resources and projects you can do yourself using the device. You can also visit the RTL-SDR subreddit for up-to-date resources and discussion on all things SDR related.