Yeah if you run a private antenna either the police or some men from your country's equivalent to FCC will come to your door and politely ask you to stop, if they are having a good day, most likely confiscate some of the equipment as well. And that's just for emitting anything on reserved spectrum or with too much power, not even for crime.
The Polish democratic opposition used to do this in the 80's, during the communist era. As far as I remember, their technique relied on balloons, they would attach a homemade antenna and tape player to a balloon, set it on a timer and release the balloon into the air. Before the transmission started, they'd be long gone and the balloon would have drifted far from the original site, making the perpetrators much harder to track down. As a bonus, they'd get an antenna high up in the air (which is good for reception), which was also hard to disable, even if you managed to pinpoint its location.
Listening isn't illegal so you can do that without moving. People move just to listen to different things with limited range, one form of it is called wardriving if you're doing it to wifi for example.
You can't send a phishing SMS from a receive-only device. Any mobile tower must have an active transmitter (at the very least, so the handset knows what network it thinks it's connected to!).
Transmitting on a licensed mobile service band without the license is a very good way to earn a knock on your door.
Eavesdropping on tower-to-handset comms is illegal too (in the UK), but it's not very practical to find just a receiver, unless they already know almost exactly where it is and are able to do a TEMPEST-like attack on the local oscillator or something. So as long as you keep quiet and don't do anything to indicate you're listening, such as, posting on Twitter about it or you do crime based on it, you'll get away with it. However, a receiver can't bump a victim handset down to a primitive-enough protocol, so all you'll get is encrypted content and maybe a smidge of metadata (I'm not sure exactly what is and isn't encrypted for each "G").
That's not true - it is indeed illegal to listen in to radio transmissions which are not intended for you. Doing so is a criminal offence punishable by an unlimited summary fine (the precise amount is determined based on the offender's personal income and other circumstances).
I'm fairly sure in the UK it's illegal, tho I don't know for certain. But even if not, you could be arrested for conspiracy to commit fraud (or similar).
