I'm interested in purchasing radio scanner that can tune in to short wave stations as well as cool stuff like ATC..
Welcome to RR!
Since you are new to this, I'll try to not get very technical in this post, but feel free to ask a follow up question if you need more detailed information.
You aren't going to find "short wave" frequencies on a scanner. Short wave frequencies are roughly those frequencies from just above the AM broadcast band through about 30 MHz. Receiving these frequencies with any degree of efficiency requires a fairly long antenna.
Most modern scanners cover a frequency range from about 26 MHz (the bottom of the citizens band) to about 900 MHz. Civilian ATC frequencies are about 108 - 136 MHz (AM mode). Most of the other frequencies within this range are either some version of FM or digital. More and more users, especially public safety users, are moving from analog FM to digital, much of which is encrypted and can't be monitored.
That said, and based on your original information, I'd recommend the Uniden BC-125AT. (
BC125AT 500 Channel Handheld Analog Scanner) I have one, as do many users here. It is analog FM and AM only and covers from CB through 512 MHz, so it will receive both civilian and military ATC. It will do various types of frequency searches, and can be programmed either vial the keypad or with computer software (which is a lot easier).
You didn't share where you are, and that may have a significant influence on our recommendations.