If by "inexpensive" you mean $200 or so, try to find a local "elmer" (a seasoned ham, willing to help) that can help you buy a used HF rig, and get a $40 or so Dipole. You should be able to talk hundreds to thousands of miles with that, depending on weather conditions (i.e. sunspots) Buying used ham equipment is like buying a used car, some real good deals, and some real lemons, a seasoned guy would know the right questions to ask.
But if you have like a grand to jump in with, consider a Yaesu FT-857 or similar. It has HF for long distances, and VHF & UHF for short distances, often used with repeaters.
Finally, back in the $200 range, you can get a 2 meter HT (Handheld Transceiver) that can be used with repeaters, and some repeaters are connected via the internet to others, allowing long distance communications, that sound just like they are in the other room. I have a local repeater connected to a system that has a repeater in Australia, and England. How's that for long distance?
Also, remember this, the antenna is to ham radio as the speakers are to stereos. The better the antenna, the better your new rig will work, and a bad antenna can make a great radio work pretty sucky.
