1. Cars
The basic and most common radio controlled device you will come across is the model cars sold in toy stores and hobby stores across the world. Some people prefer to make their own with kits. These cars usually allow more than just start and stop options with remote. They allow you to brake, steer and accelerate at will, which can provide a lot of fun if you are racing against an opponent with his or her own RC car. Things can get almost as exciting as sitting in the driver's seat your own self. Some people buy toy cars and add the radio unit within. Of course you'll already need to be an electronics enthusiast to do this.
2. Boats
And then its not just RC cars that you find in the RC category. Remote boat models are very popular as well. It is comparitively simpler as well, to convert a standard boat model into a remote controlled type. More than the installation of the remote unit, the major concern that model boat builders trying to do this face is, to waterproof the electronics they are about to instal. The solution usually is to keep the water resistant area in the hull, while the propeller shaft goes through the boat body by a water tight sealing method. If you wish to make a remote control boat, it is good to buy a kit, since the water tight areas would already be planned out for you. It is not a very simple issue to work out unless you have a significant amount of skill and experience under your belt.
3. Planes
Lets just say this - it is very very difficult to build your own RC plane from scratch. The plane needs accurate design to keep it in the air, and then you have the additional problem of weight with the remote unit mount and the engine. It is much wiser to go in for a pre assembled kit. Dont try and convert an existing model to RC. The model probably is not designed to take on the additional weight. However, some manufacturers do have a provision for this - meaning you can first buy the body and complete making it, and then buy the customized rc unit.
4. Helicopters
RC Helicopters are almost as popular as planes, maybe more with some folks. The best thing about them is that you need lesser space. But mind you, you cannot fly just about any RC helicopter indoors. Those are ones that are made with special softer materials.
RC toys and models can offer hours and years of excitement. Children who start off with toy cars often take to the RC variety in their teens, and later to making their own RC models as adults as well.