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Many of our high frequency transceivers are general coverage receivers as well.  Winter months are great for short wave listening as the noise caused by lightning is not a factor. 

Antennas do not have to be elaborate for short wave listening.  I have a seventy-foot, long-wire that runs along under the eaves of the house.  If you have only a portable radio with a rod antenna, clip a random wire to the rod antenna pulled up  just an inch for good reception.

The internet is a good source to find listings for short wave broadcasters, utility stations, and time stations.  Listening around helps us understand propagation characteristics of different frequencies.  Shortwave helped me with geography and the Spanish language classes. 

Some stations use 500 KW transmitters and are very easy to receive.

Areas to listen:

120 M        2.3-2.495 MHz,

90 M          3.2-3.4 MHz

60 M         4.75-5.06 MHz  Tropical & Caribbean stations

49 M         5.9-6.2 MHz international broadcasters

41 M         7.0-7.6 MHz international broadcasters and amateur

31 M        9.4-9.9 MHz international broadcasters (heavily used band)

25 M        11.6-12.2 MHz international broadcasters.   1.

Also WWV and WWVH on 5, 10, 15 MHz  Time & propagation indices

CHU 7.33 MHz       Time from Canada

Unlicensed Pirate Stations

6.200-6.400 MHz and 3.800-4.10 MHz  2.       

Pirate radio is illegal but it is interesting to listen to.  A movie that came out several years ago is Pirate Radio.  It is available at the local public library and gives insight to pirate station operation. 

References:

1      Wikipedia:  Shortwave Radio

2      Freeradiocafe.com   Pirate Radio Stations Broadcasting on Shortwave Radio  

Editors Notes:  A great listing of short wave stations is available via www.eibispace.de/

It is sorted by time and also by frequency.

Can't hear any pirates?  Pirate radio recordings are here