Shortwave radio listening requires research, exploration, and experience to achieve the best results. It's frustrating, although common, to hear static after turning on a shortwave receiver. When that happens, you need to draw the correct conclusions and react. At least you know that the radio will power on and that the volume is at a good level.
These pointers won't solve all of your problems, but they're a great place to start. Newcomers to shortwave will gain a basic framework for successful operation of a shortwave receiver. Others have put together similar tips; these are simply my recommendations.
* Test shortwave reception with a time station. WWV, WWVH, and CHU broadcast 24 hours a day, providing convenient reference signals. See the radio clock page on Wikipedia for more information.
* Learn which frequencies work best at a particular time of day. Wikipedia's shortwave page says: "During the day, higher shortwave frequencies (> 10 MHz) can travel longer distances than lower; at night, this property is reversed."
* Learn about band scanning. Most shortwave broadcasters use frequencies within ranges known as broadcast bands. The broadcast bands are listed on Wikipedia's shortwave page. Some digitally-tuned radios will only scan within these bands by default. Other radios might not have continuous shortwave tuning, and only include some of the broadcast bands. Stations occasionally exist outside these bands, however. For example, WBCQ uses 7415 khz which is technically outside the 41 meter band (7100 - 7300 khz).
* Focus on antenna placement. Broadcasts targeted to your location might be usable with just a built-in telescopic whip antenna. Radios may also come with a wire antenna that can be hung by a window, placed outdoors, or oriented to improve reception. Try for the best possible reception with the built-in antenna first, then determine if a wire antenna provides a benefit.
* Learn about and use UTC (Coordinated Universal Time). If your radio has a built-in clock, set it to UTC. This will be a convenient UTC reference when checking shortwave broadcast schedules. If your radio supports switching between local time and UTC, set the clock to local time after specifying your timezone.
* Use online shortwave schedules. The shortest broadcast I've received so far is a 15-minute broadcast by the Voice of Croatia. Most shortwave broadcasts last approximately 1-3 hours. I frequently use and recommend www.primetimeshortwave.com and www.hfradio.org. I'm not familiar with books such as the World Radio TV Handbook or Passport to World Band Radio, but perhaps some readers will comment on these.
* Understand, avoid, and eliminate interference. Most people can go to a store, purchase a radio, plug it in, turn the tuning dial, and easily hear lots of AM (mediumwave) and FM stations clearly at any time of day. Shortwave signals tend to be weaker, can come from very far away, and are more prone to interference. Shortwave interference comes from things like fluorescent lights, dimmer switches, electric wiring inside a home or office, computers, microwaves, televisions, wireless phones, electric motors, and BPL (broadband over power lines).
* If you're unhappy with shortwave reception indoors, put fresh or charged batteries in your radio and take it outside, if it is portable. Certain building materials like concrete and steel will block signals and make indoor reception difficult. Move at least 15 feet (about 4.5 meters) away from buildings and power lines. Look for as much open sky as possible.
* Shortwave propagation is dependent on the ionosphere and solar conditions, so check the current propagation conditions. The lower the Kp index, the better. Signals will also be weakened by moisture in the atmosphere.
* Create and print a page of shortwave information when going outside or traveling. Include the broadcast band frequency ranges, interference sources, and the frequencies and schedules of broadcasts you've received before. My cheat sheet is folded up and tucked inside my reception report notebook. Traveling can provide interesting results for shortwave reception because of the opportunity to receive different broadcasts. Even just when stepping outside with a radio, it helps to carry some information that typically resides on a computer.
* Log your receptions for future reference. Keep a notebook and pen handy to write down the time, frequency, station name, and anything interesting about the broadcasts you hear.
* Edit: And for those interested in number stations, head to the Enigma 2000 group on Yahoo.