If you have an Android smart phone, don't buy the Garmin OBDII bluetooth unit (shown in the pictures above), it is far to expensive and once again, would tie you into one supplier.
Far cheaper (£10-£20) to buy an OBDII on ebay or from Amazon and get the software for you phone from the apps site for about £3. Be careful when buyin though as there are many clones out there. Make sure you get ELB327 v1.3b firmware which is not the latest but is all the average person would need. The latest firmware allows the ODBII to be permanently connected, that's all really.
In addition, if you are into computers you could then, using Telnet, experiment with the hardware.