After seeing an advert for a cheap USB based TV tuner which could be easily modded into a wideband radio receiver, I decided to spend $30 and get one. I was not disappointed.
It is based on the RTL2832 chipset found in some cheap DVB-T TV tuners and can technically cover from DC up to a few GHz making it ideal for receiving everything from AM radio, Shortwave, FM radio, Police, Aircraft and Cellphones to name a few as well as receive TV. Basically if its a radio signal chances are you can listen in or decode the signal.
Some however will not receive shortwave out of the box but the mod is easy enough to do if you can solder a single wire to one of the pins on the RTL2832. Easy said than done due to the size of the chip and pins on the thing. I ended up soldering the wire to the capacitor connected to that pin elsewhere on the board and can now receive the full range of radio spectrum below 24 MHz including AM Radio. I ended up getting the Rafael Micro R820T
USB tuner as it has the largest frequency range compared to others based on the RTL2832 chipset.
More info here