What would you like to build using Bluetooth? It is a very complex stack with multiple options for what you can send/receive over it. Things such as pairing of devices is not an easy task.
If you are simply looking to implement a device (e.g. data transfer, audio sending) then finding a module that accepts a suitable input (e.g. serial or audio) would be your best option. They are not particularly cheap at the moment though, especially compared to something like FM or Zigbee.
If you are intent on driving yourself crazy, the Bluetooth specifications would be a good place to start.