The construction of the device will have a lot to do with how well it performs. That is, while something like, say, an audio preamp is fairly lenient as far as how long the traces are, how things are positioned, and so on, an RF circuit is not. At RF frequencies almost everything becomes an active part of the circuit.
Also, building your own RF stuff may well require a license where you are. You need to be able to prove to yourself that when you turn the thing on, you won't be opening the neighbour's garage door or making their radios go crazy.
What kind of budget are you looking at? I'd suggest buying the RF portion and just building the rest of it. Or just buy a remote-controlled power switch at the hardware store. In a pinch you might be able to hack a cheap wireless doorbell.
Anyway, we need more information:
o What is your target budget?
o What is the actual application?
o Where are you (so we know where we might suggest you go shopping for parts)?
o What is your target range?
o What kinds of load will you need to switch?
Torben