There's a reasonable article on shortwave in the NYT (registration required).
They recommend the Grundig Etraveller VII ($100).

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With the World Band in Your Hands

May 30, 2002
By IAN AUSTEN


When the hotel switchboard closes for the night, cutting off
the modem and with it the Internet radio, it's time to fall
back on shortwave.

http://www.nytimes.com/2002/05/30/technology/circuits/30BASI.html?ex=1024246794&ei=1&en=f6eb ceec8c433560

Edited to fix link



[This message has been edited by someotherguy (edited 06-04-2002).]