Light and radio waves are both electromagnetic energy; just at different wave lengths, right? So do photons carry radio waves?
All EM radiation can be thought of as particles (photons) OR waves. We use associated spectrum terms (radio wave, gamma-ray photon) due history and our most common ways of of detecting these types of radiation. In truth, if we try to test EM radiation to see if it is a particle, the test will say that it is. Vice versa, if we try to test the radiation to see if it is a wave, we will again get a positive result. Based on our definitions of a wave and a particle, we have a hard time squaring these results. (See Wave-Particle Duality on the web. Also, I’m pretty sure that Cecil has covered this duality in the past.) Fourtunately, for our everyday needs, we do fine thinking of EM radiation as either a wave or a particle; in the same manner that NASA still only needs to use Newtonian mechanics to guide its spacecraft.
In quantum mechanics, this radiation can also be thought of, and mathematically manipulated, as wave-packets (spread-out particles). These statistical constructs don’t really get rid of the duality question, though.
(BTW if people go off on tangents of this question (like I just did) it could get really long.)
Excellent post, Fernmeldetruppe, and welcome. He pretty much answered the question. It should be noted that when physicists say “light” they’re generally talking about all electromagnetic radiation, not just visible light. There really is no difference between visible light and other areas of the spectrum (besides the wavelength, of course.)
The nature of EM radiation (particle or wave) led to much debate in the days of Einstein and Bohr, and this duality is precisely where the nuttyness of Quantum Theory comes from. (And black-body radiation).
I’m going to stop pretending to be smart now.
Reading the question again, I would also add that EM waves do not need to ride anything to propagate. They are just disturbances in the EM field. I’m not sure that that was part of the question, but I thought that it could be.
Aside: friedo: Gracias. After a year of SDMB voyeurism and longer reading the books, it is quite strange to be actually posting. I was tempted to leave this one to the board experts (of which we seem to have a large amount). (Although, there also seem to be quite a few new posters right now, too (like me!).
Aside: Handy: Thanks, also. I let the thread die, but I can’t believe it took so long to get a standardized number.
Also, whether light looks more like a wave or a particle depends on the relative size of the wavelength and the detector. Gamma rays have wavelengths much shorter than anything that humans can make, so they almost always look like particles to our detectors. Radio waves, however, have wavelengths ranging from a few centimeters to several kilometers (actually, there’s no limit on how long they can be, but there’s few sources of longer waves), which is usually comparable to or larger than the size of our detectors, so they usually look like waves.
Fernmeldetruppe, don’t hesitate to contribute. You may turn out to be one of those board experts that you mentioned 
And then, if you wanna toss Heisenberg’s Uncertainty Principle in there for good measure, the salad only needs croutons to be complete.
I may hate myself but…
what is black-body radiation?
Planck discovered that when heating up dark pieces of metal, they began to radiate at certain discreet levels. This was the basis of quantum theory because it seemed to prove that energy happens only in discreet units. Planck was observing energy level changes of electrons. Thus we get planck’s constant, another one of those nifty transcendental numbers.
Chronos could probably give a better explanation; that’s what I remember from high school Physics.
What friedo said is correct, but it’s not blackbody radiation. Blackbody radiation is what something looks like when you can’t see any distinct spectral lines, and when the object doesn’t reflect any of the light that hits it. Perfect blackbodies are very rare (the only ones I know of are black holes, and the cosmic microwave background), but blackbody radiation is often used as an approximation to any hot object: A stove burner, the Sun, a human body, etc. The best blackbody you can easily produce in the lab is the interior of an oven, as viewed through a pinhole: Any photon produced in the oven is likely to bounce around a great many times inside the oven, and eventually absorbed and re-emitted, before passing out the hole.
The key thing about blackbody radiation is that the spectrum has a very distinctive shape: If you plot the intensity at a given wavelength versus the wavelength, you get something that looks sort of like a skewed bell curve. Before quantum mechanics, when folks were trying to derive the shape of that curve, they could explain the long-wavelength end of the curve pretty well, but the intensities kept increasing exponentially for the short wavelengths, which would mean an infinite amount of energy, which is clearly preposterous. This was known as the ultraviolet catastrophe. The first great triumph of the quantum theory was that it correctly predicted the shape of the blackbody curve, without this problem.
And no, I don’t have any idea how the thread got on this topic, either.