Patrick,
Here's a good website for finding SW broadcasts:
http://www.primetimeshortwave.com/links.html#shortwave
You will need to become familiar with World Time (UTC), if you are not already.
A reasonably good antenna for SW is a long wire conntected to the radio and laid on the floor around the room next to the walls.
There are still a good many countries broadcasting SW, but it's not like it used to be. The Glory Days of shortwave are gone. Programs such as Swiss Radio "MerryGo Round" and Radio Netherland's "The Happy Station" program with Tom Meyer are now just pleasant memories.