I remember hearing something a long time ago about how in the early days of radio broadcasting, some people believed it was evil, because it used airwaves, while a verse in the bible states: "the devil is the prince of the power of the air". Now that I've been trying to google it, though, I can't find any references to this. Is this one of those things like "in Columbus' time, people thought the earth was flat" that some people like to state even though it's not true, to make people in the past look stupid?
Pretty much the same as television and internet. The response in this thread is really good.
Fun fact: It was called Wireless Telegraphy before eventually getting named radio.
Edit: I did a little more looking and this book seems like a very interesting read on what it could be used for prior to its every day usage.