You have to be careful with this kind of 'I'm on' signal.
A lot of regulations for un-licensed radio frequencies (such as the ISM band, etc) stipulate a maximum duty cycle on the transmission, meaning that you are only allowed to actively transmit for a certain % of the time. This prevents blocking of a particular frequency and allows better TDM of signals.
For example, for the ISM (Industrial, Scientific, Medical) range:
Dependent on the sub-band the transmission power is limited to 10 dBm … 27 dBm. The permitted time allocation (duty cycle) also varies with the sub-band. So interferences with other 868 MHz equipment are reduced and thus a better transmission quality can be achieved.
- ISM 433/868
So whatever solution you go for you will have to create some kind of periodic pulsed beacon that sends a short burst signal at pre-defined periods rather than just a constant 'on' signal.
This should also mean that you can save power in between the pulses as you can turn the transmitter off (a lot of TX chips have a 'sleep' or 'shutdown' mode) when it's not actively being used.
As has been mentioned in some of the comments, there is most likely a set of reinforcement bars in the concrete forming a 'Faraday cage'. This blocks a large number of signals from penetrating as they hit the bars and then get grounded by them. So, you need to pick a frequency that has a wavelength that is smaller than the space between the bars. Also, concrete can absorb the signal at certain frequencies.
From what I understand this is mostly due to the water content in the concrete. Water contains hydrogen. Hydrogen resonates at 2.4GHz. Many transmissions (WiFi for example) occur at 2.4GHz, so the hydrogen in the water in the concrete absorbs the transmission.*
So, the ISM 868MHz band has a wavelength of about 0.35m - this is probably going to be way too big to fit between the bars (I'm not sure what the regulations state about bar spacing). ISM 915 takes it down to 0.33m - still too big. The 2.4GHz is 0.125m - much more realistic but may not get through the concrete. So you'd be looking somewhere in the mid-to-high 1GHz range. Personally I'm not aware of a license free frequency range in that area. You'd need to check with the RF licensing people in your area (FCC, OfCom, etc).
*(This is purely my own conjecture - please correct me as I'd like to know the truth myself)
For data transmission / reception, one of the less expensive options today is a pre-built module around the nRF24L01+ Transceiver IC. These modules typically offer a built-in PCB-trace antenna, 250 Kbps to 2 MBPS bandwidth before error correction, and are tried and tested.
Most important, they save you time in debugging and antenna tuning. After thousands of people have used these modules, which are built on the manufacturer's reference designs after all, most of the kinks are pretty thoroughly ironed out. Also, being able to tap the experience of many others on the internet who have used such a module, counts for a lot when trying to resolve issues.
For instance, this listing on eBay is for a mere US$2.10 with free international shipping. It uses the 2.4 GHz band, which does not need licensing for low power use in most countries.
Another alternative is this 433 MHz band transmit / receive pair of modules (just 9.6 Kbps though), in case you specifically want to stay with transmit-only and receive-only designs. US$1.99 for the pair makes it pretty attractive.
Of course, in each case, you could as well build your own module starting from the IC manufacturer's reference design, and thus learn while implementing your radio functionality.
It is unlikely that the price advantage of massive volume production can be beaten, though.
Best Answer
Wired systems rely on current or voltage to carry signals. These can use a common reference, like early telegraph systems that literally used the earth as a signal return. That’s not strictly necessary though: wired systems can use different means to detect the presence of signal, like detecting edges or sensing a carrier signal.
Radios use electromagnetic waves to do that. Waves are dynamic changes in the electromagnetic field, and the receiver only need to be able to discriminate between these changes and background noise to recover the information. RF waves require no physical connection between the transmitter and receiver: they propagate through free space with no physical medium required.
It’s much the same as using light to communicate. You can sense the light being ‘on’, ‘off’, or at some intensity if the difference between it and the background light is large enough. It's why you can see stars at night but not during daytime: sunlight reflecting / mixing with air drowns out starlight. (You can always see stars in space however, even if we can't hear you scream.)
Nevertheless, light waves, being electromagnetic energy like RF, travel through free space too.
Light: Particle or Wave? Yes.
Here's a timeline of the evolution of light wave / particle theory, with a side of Maxwell. http://global.canon/en/technology/s_labo/light/001/11.html