It certainly is a varied market, that's for sure; the R75 from Icom has gotten a great deal of attention, and with many software packages that now support it, make it a very nice addition to any shack for HF, whether it be broadcast or Ute listening. Me, I use a TenTenc RX320, which is a DSP driven (it still has analog audio compnonets) unit that's been around for some time. With many software packages that also support it, and up to 32 filters (selectivity is VERY important these days), it's a very flexible little black box that can do many things pretty well.
Wideband receivers - depending on what model you want to analyze - at times are something of a compromise on several levels. I wouldn't touch something like a Icom R20 but a R8500 (which is very expensive) can do HF pretty well. One of the main problems you will encounter with wideband handhelds is overloading - they simply can't handle the input from a large wire antenna. Depending on the environment, 20 or 30 foot may well be the limit of what they can handle.
Bottom line - you get what you pay for. Use the links in the Wiki to give yourself a leg up on finding out about receivers - it's a nice inexpensive way to learn (instead of buying something and finding out you hate it because it doesn't perform to your expectations). 73s Mike