Yes, Xbees will do what you want. I think all of the models can do such. The most straight-forward option is the
Series 1 xbees. Xbees also come in a Pro flavor, which has a greater transmitting strength (and of course draws more power), but you're unlikely to need this. I've also used the
Series 2 xbees (now called ZB series), which use Zigbee, giving them other features (mesh networks), but they can function just like Series 1, which is what I do with them.
You'll also need to plug these into something, ideally. You can make your own, but you probably have better uses of your time. I recommend
this board for connecting to computer via USB because it has a reset button which is useful for debugging. At the other end, I've not had problems with either of the boards that I connect to my robot;
this one is the smaller and cheaper.
I'm saying a lot of the same things as Kurt
... A decent tutorial that I know of can be found
here. They're pretty foolproof though; I learned to use mine along with the X-Ctu program partly by trial and error.
Side note, KurtEck noted bluetooth... I've found personally and from others' experience that if you're using Windows, bluetooth serial is one-way, not two-way (you choose which). Supposedly there's a way around this