Shortwave

You can download a Software Defined Radio (SDR) tuner software from Sdr-Radio.com (I got the beta release 1.1) then go to their list of online tuners and tune a powerful radio for free!

If your browser tells you that you are doing something risky, ignore the warning (if you want this to work).

You can see a waterfall/spectrum view of the radio dial, tune it around, and listen to stations!

I've recently been reading about software defined radio and am very tempted to buy either the Pegasus or Q1SR (http://www.srl-llc.com/).

Here are some musings. Note: I'm not an electronics expert!

Crystal radio
The first generation of radio. You needed a crystal (or diode). Lacked any amplification and thus you needed a good antenna. Had terrible selectivity (rejection of adjacent stations).

Tubes

An open source radio project to create a software defined radio. Both the hardware (electrical design) and software are open source, and they have a community of people developing it:
http://www.philcovington.com/QuickSilver/

Software defined radios are amazing. You can record spectrum and do more. I'm wondering if I should buy one, or hold out as they keep getting better.