Since Cassini entered Saturn's magnetosphere in July 2004, the auroral Saturnian kilometric radiation (SKR), which dominates the kronian radio spectrum, is observed quasi‐continuously. Consecutive orbits of the spacecraft covered distances to Saturn down to 1.3 Saturn radii, all local times and, since December 2006, latitudes as high as 60°. On the basis of carefully calibrated and cleaned long‐term time series and dynamic spectra, we analyze the average properties, and characteristics of the SKR over 2.75 years starting at Cassini's Saturn orbit insertion. This study confirms and expands previous results from Voyager 1 and 2 studies in the 1980s: the SKR spectrum is found to extend from a few kHz to 1200 kHz; extraordinary mode emission dominates, i.e., left‐handed (LH) from the southern kronian hemisphere and right‐handed (RH) from the northern one, for which we measure directly a degree of circular polarization up to 100%; the variable visibility of SKR along Cassini's orbit is consistent with sources at or close to the local electron cyclotron frequency fce, in the Local Time (LT) sector 09 h–12 h, and at latitudes ≥70°, with emission beamed along hollow cones centered on the local magnetic field vector; this anisotropic beaming results in the existence of an equatorial radio shadow zone, whose extent is quantified as a function of frequency; it also causes the systematic disappearance of emission at high latitudes above 200 kHz and below 30 kHz. In addition, we obtain new results on SKR: LH and RH intensity variations are found to match together at all timescales ≥30 min; moreover their spectra are found to be conjugated as a function of the latitude of the observer; we use this conjugacy to merge LH and RH spectra and derive pronounced systematic dependences of the SKR spectrum as a function of the spacecraft latitude and LT (that will be the input of a subsequent modeling study); we identify for the first time ordinary mode SKR emission; finally, in addition to the SKR and n‐SMR components, we discuss the narrowband kilometric component (named here n‐SKR) which extends mainly between 10 and 40 kHz, preferentially observed from high latitudes.