You could have a look at this page (from a sticky link above):
http://www.hobbyprojects.com/R/rf_radio_frequency_receivers.html
The first two links I clicked on didn't work. These were the obvious ones of Shortwave Receiver and Superhet. Others were OK.
This page looked useful:
http://homepage.eircom.net/~ei9gq/rx_circ.html
I would suggest, though, that you consider getting into a hobby level electronics course where you could find out enough about how receivers work to make a good choice about what to build and maybe even design your own.
Amateur Radio offers a wonderful opportunity to learn about Electronics. If there is an Amateur Radio club or a school offering electronics instruction, maybe you could try to take advantage of that. They are usually free or run at cost price by enthusiastic volunteers.
The shortwave bands can be pretty dead at the moment due to a lack of sunspots, so you have plenty of time to consider what to build. Maybe in about 3 years it will be a lot better.
In the meantime, simple radios are not likely to hear much.
The current trend is towards Software Defined Radio using your computer to do some clever stuff and making the receiver hardware simpler.