One of the easiest and cheapest yet still effective antennas to build for shortwave listening (or transmitting) is the resonant dipole. It is one of the basic principles of wave phenomena (radio waves, remember?) that when the physical length of an object reacting to wave energy is close to the wavelength of the wave involved, the transfer of energy is much more efficient than otherwise. This means we want an antenna that is the right size. The correct length is easily calculated by the time-tested formula, Length = 468 divided by f, where Length is the length in feet, and f is the frequency in megahertz (MHz). For 6.955 MHz (a common pirate radio frequency), for example, use 67'3".
Another good way to assure that we make maximum use of the energy provided by the distant radio signal is to have an antenna that closely matches the antenna input of the radio receiver in impedance. An explanation of impedance is beyond the scope of this little treatise, but we can loosely generalize that it is the amount of opposition to current flow in a circuit, measured in ohms. The antenna input of the radio and the antenna itself are two distinct circuits, and if they are close to each other in impedance, a maximized transfer of power will take place. Most receivers which have an external antenna input have a place for a plug-type connection, which is generally fifty ohms. You will need to use feedline to connect the antenna to the radio if you want to use this connection efficiently. Feedline transfers the maximum amount of antenna energy with the minimum amount of loss, and helps cancel out the interaction between your antenna and your house wiring. If you have two screw terminals, the odds are the impedance is close to two or three hundred ohms. Many receivers have both; the plug-type connection allows you to use coaxial cable, which in many cases minimizes power line noise. You can connect the antenna directly to the screw terminal without using any feedline, or use open wire feedline.
If you decide to use coax, use fifty or seventy-five ohm cable. Fifty ohm is common in CB installations; cable companies use 75 ohm cable for getting the teevee signal into your house. Cut the antenna exactly in the middle and connect the shield, or outer conductor, of the coax to one side, and the inner conductor to the other. Hang the antenna as high as possible. Hanging the dipole above power line height may be difficult, but really helps minimize power line noise. If you slope the antenna away from one support, such as your house, do it so that the side of the antenna connected to the inner conductor is the higher side.
If you use screw terminals, you can connect one end of the antenna to the back of the radio, as mentioned above. This is usually done by running the antenna wire up the side of the house to a support point, then horizontally from the support point to a tree or other high support. This is the "L" antenna and is perhaps the most common external antenna for receiving shortwave broadcasts. However, it is also inefficient, because while the antenna is running up the side of your house it is probably picking up noise from your house wiring, and certainly being detuned by it. A better approach is to use open-wire two conductor feedline, and connect one conductor of the feedline to one end of the antenna, leaving the second conductor unconnected. Run the antenna toward a distant support in the usual manner, as high and straight as possible. Connect the other end of the feedline to the two screw terminals on the back of the radio, one conductor to each terminal. What? If it's not connected to anything at the antenna end, why do we need to connect the second conductor to a screw terminal? The answer is complicated, but can be boiled down to the fact that this helps maintain the desirable characteristics of the feedline (efficient transfer of power and shielding from noise). Trust me, this is a proven design, known as the voltage-fed or Zepp half-wave antenna. The Zepp is not a true dipole, since dipole antennas are by nature symmetrical; however, when built as described here, it is a half-wave antenna. The dipole has one big advantage over the Zepp; it is not as finicky about needing a good radio-frequency ground.
Naturally, this antenna will work best only on one shortwave band. On other bands it will no longer be resonant. It will still work well across a wide variety of frequencies, but will give optimal performance on just one band. As a general rule an antenna that is too long works better than one that is too short, so cut it for the lowest frequency (longest wavelength) band you have room for and you will be pleased with the performance.
Once you have used a resonant antenna, one-third wavelength or higher and adequately protected from power line noise, you will know why I stress the point so strongly.