Hi,
It depends how much data you want to send and/or receive and the carrier frequency, etc., but there might still be some mileage in "fixed" off-the-shelf 433 MHz modules (such as RXB6), particularly to penetrate thick walls. But NOT the horrible "Super-regenerative" type receivers, nor probably a SWIF-tuned (Surface-Wave-Filter usually in a TO5 "top hat" metal can) type transmitter. There are various, typically 4-pin, modules, usually carrying a small 16 or 8-pin dedicated IC, often requiring only a 3-volt supply rail; Look for the keyword "Superhet{erodyne}".
For 8-byte blocks of data, the RFOUT and RFIN commands available in most PICaxes are ideal, or the embedded (or added) Infra-Red Remote Control commands can be used to send a few bytes. Or PICaxe Basic can be just fast enough to bit-bang a custom protocol if necessary (I have posted a few relevant code snippets and am planning a few more soon).
Alternatively, there are several "programmable" RF modules available, particularly for the 868 MHz band and/or for bi-directional communications, such as the RFM96 or CC1101. But these do need to be "configured", usually via an SPI Bus, which is "supported" (in X2s) but IMHO is not one of PICaxe's strengths; An I2C Bus interface could be so much easier! However, the chip might include a data detector/buffer (hardware option), obviating the need for any custom or time-critical bit-banging in the PICaxe program.
Cheers, Alan.