Listening to shortwave pirates who have much less power than the big international broadcasters often requires a desktop receiver hooked to some kind of outdoor shortwave antenna. In good conditions, listeners sometimes are able to pull in certain pirates with a portable receiver and only a whip antenna, if the range isn't too long, but those are usually exceptions.
I use an ICOM R-75 receiver, which I especially like because the digital noise reduction helps pull in those weaker or far-off pirate stations out of the noise. Currently I use an "inverted V dipole" cut for 6.9 mHz for reception, fed with 300 ohm twinlead to a small antenna tuner, which makes it more of an all-band antenna. (The feedline is a holdover from my transmitting days, which should really be changed to 52 ohm coaxial cable to reduce some of the local noise, but I haven't gotten around to it.) I also have a Realistic DX-394 receiver, which does all right with more powerful AM pirates, but is just about useless for SSB single sidebands.
What kind of shortwave receivers and antennas do you use?