C. Crane Company ( [url]http://www.ccrane.com[/url] ) has some good ones made by Sangean.

If you can squeeze in something a little bigger (and more expensive), Icom and SGC Communications make some nifty low-powered ham radio transceivers that  also have general-coverage receive capability (including all popular shortwave bands). These radios will run on flashlight batteries, yet still put out enough signal to talk across the continent when band conditions are right. Might be nice to actually be able to communicate with someone else after the big one hits. Also, the ham radio license requirements have gotten super-easy recently, so it's not much trouble to join  the club.

I have a Grundig Yachtboy 400, works great, easy to use and very compact. Cost about $200 a couple of years ago, they have a couple of cheaper ones now.

Radio shack had one for about $200, looked exactly like the Sangean, probably was made by them.
I found one at a pawnshop for $15 about 5 years ago. It's wonderfull, even picks up single sideband stuff.

But the best thing for listening to shortwave was my YAESU FT890AT ham transciever.
If you study, get your ham license and callsign, you can talk around the world.

Sangean makes Radio Shack shortwaves.