Something wrong there then - I've used a number of cheap devices at 433MHz and 2.4GHz without issue.
At 2.4GHz, the nRF24L01 works just fine. Not tested the total distance as I only needed a few metres inside the house but I had no problems up to around 5-10m with internal walls.
At 433MHz, I've used
these modules which are cheap and easily found. Again, didn't find any issues with distance in the house. Make sure you have ones with aerials attached if you want the distance.
I'm now playing with the Ciesco SRF modules which are still pretty cheap but should have a lot more range and capability. Not tested the range again beyond a few metres as yet but others seem to get on well with them.. They also have the advantage of internally supporting encrypted links which as great for IoT uses. They are also controllable just via serial commands and can go into very low power modes.
I'd like to play with Bluetooth v4 Low Energy (BTLE) modules and they are just becoming available at a reasonable cost.
I'd also play with Wi-Fi modules but they are much harder to use due to the networking overheads and require more power too. They have also be stupidly expensive for IoT use though again, the costs seem to be coming down at last.