I've travelled through US airports post 9/11 with an airband walkie-talkie, VHF/UHF w-t and a smallish HF portable radio in my hand-baggage. Not once did I get stopped and asked to open my bag! The only place that I provoked some concern was the domestic screening check at LHR, then it was a quick check through and all was fine.
If you're seen using said items in the airport, that may attract the interest of the authorities, though if it's only a receiver, that shouldn't be a problem, though take note of spotwelder's legal warning. Maybe a small airband scanner with an earpiece is the best bet?
NB - use of above items not permitted on most aircraft, even to receive. UA CH9 is a great substitute.