What sort of range, in general, HF will do over the horizon, above that you are line of sight.
Check out the bands allocated to civilians in your country. There will be HAM, CB, and ISM.
They are scattered from HF up to UHF frequencies. The HAM bands usually only allow voice with a special license, you need to check that out. There is plenty of information on the WWW, and plenty of books published on building HAM gear.
ISM is used for short range data transfer, there are plenty of transceiver ICs available operating in this band, and even built up boards.
In any case, you can't blast out a signal on a transmitter at any old frequency or power, there are emission standards you must comply with to avoid interfering with other users,
cheers,
Richard