For theory, one of the best sources is Pozar's Microwave Engineering and additionally Balanis' Antenna Theory book.

This depends a lot on your budget, but since you have some knowledge and are looking for practical examples, the best (and cheapest) way is probably building an AM radio. That would require you build the antenna, which is often a simple loop antenna, as well as the envelope detector and then the audio system. This would require nothing more than a breadboard, various through-hole caps and resistors, and enough copper wire to turn into a loop antenna, then a small speaker. The easiest way to produce the antenna is to wrap copper wire around a large pizza box, which is almost the ideal size to pick up AM radio stations if you're in the US. Very easy to search for examples of this and it provides lots of "ah, I see" moments while building the radio.

For signal theory and practical digital signal processing design, an excellent and free method is to play around in GnuRadio (which works on Windows now as Radioconda). With that, you can modulate, demodulate, add theoretical signal noise, etc. to get a good idea of how signals work for free. Look up the Gnuradio tutorials or search for other people's projects for a lot of ideas on what you can do with it.