There are a few different types of signal generators.
PLL based RF Signal Generator. These cover very large frequency ranges and have been discussed above.
DDS based Signal Generators. These are Direct Digitally Synthesized devices that can be very clean and agile. Unfortunately they can become cost prohibitive much above 1GHz and use quite a bit of current.
Arbitrary Waveform Generators. These can generate very complicated signals across the RF spectrum. They can be expensive and require expertise to operate. Usually the consist of a baseband
IQ modulator combined with a radio up-converter.
Waveform Generator. These devices frequency ranges usually cover 20Hz to many Megahertz, are lower cost and will usually create time domain waveforms in the shape of sinusoids, square waves, triangles and saw tooth waveforms.