Antennas

There are many 100's of antenna designs available online. Please google these topics to find designs.
In my personal experience I design my antennas to be resonant at the frequencies which I aspire to tune in to, however, when receiving shortwave signals the KISS (keep it simple, stupid) principal applies as such:

Bigger is better.

 

Longwire

Any shortwave RX antenna should be as long as practical given your locality.
The simplest antenna is simply a very long wire connected to the active terminal of your receivers antenna input. This will work, but you may be subject to more noise and interference than is necessary. You should consider the wavelength of signal which you wish to receive to determine the minimum length of antenna. For effective reception do not construct an antenna less than 1/2 wavelength.
Lets discuss some more advanced options.

Dipole

A dipole is an antenna consisting of two equal-length segments, generally each segment is a 1/4 wavelength of the operational frequency, and provides a basis from which most antennas are compared.
One half of the antenna is connected to the earth braid of your coax, the other to the centre conductor (unless using parallel transmission line). This type of antenna will somewhat reduce your interference level and is the type commonly used by radio amateurs when broadcasting in HF bands from 160-40 meters.

You can make multiple dipole antennas for different frequencies and 'fan' them out from the same centre point and coax attachment point to ensure your antenna is resonant at different frequencies.

Antenna Tuners

If you have the money a cheap manual antenna tuner (e.g. MFJ949) will help you to tune your RX antenna. This will ensure your receiver is presented with the 50 OHM antenna load expected and can pull out those weak signals from the static.