Didn't see the show, but I'm guessing that they were probably flying an F-18 put out by a company called Yellow Aircraft. It is a large model, and uses either one or two small turbine engines. The whole kit with engines, radio and all will probably run in the $6K to $10K range, last I looked (admittedly a couple years ago).
I went to the Superman jet meet (an annual model jet meet in Metropolis, IL) and saw some of the models these guys are flying nowadays and it pretty much blew me away. The sound was real, the kerosene smell was real, and of course the speed was real (200+ mph). The cost was almost real too. They have gyros, autopilots and fuel cells (just like the real ones, they are flying gas tanks with fuel crammed just in just about every available space). You would have to be an accomplished RC pilot to even consider getting into a project like that.
If you just like to watch, there are other big meets around the country that you may find interesting.