As previously noted, a handheld antenna will improve your receive only so much. Some tricks I did over the years living in an apartment were:
- Buy a length of cable just long enough to reach from where I would normally use the radio and the closest window. (You can purchase F type to BNC adapters, so you can use regular coax cable) - or - purchase one of those BNC extender cables with the suction cups on it. I then used the antenna that came with the radio, or that Radio Shack telescoping antenna you noted.
- Another option is an outdoor antenna, specifically this one:
Outdoor VHF-Hi/UHF Scanner Antenna : Scanner Antennas | RadioShack.com (Model: 20-176 - $30) You'll find quite a few people use these in their attics, or even as their outdoor antennas. I used to have this antenna setting on top of a bookcase and wow, did it make a difference over the stock antenna. Again, just get enough cable to reach from the radio to the antenna, with whatever slack you need. A thumbtack and string could hold up this antenna next to a window. Mine was not near a window and it still dramatically improved my receive. (I still use it at my home on a pole for one of the scanners.)
One other thing to keep in mind is interference from other sources. I personally have terrible interference on the broadcast bands AM/FM, so I use a combo filter (HPN-30118) the cost is $50 and it does wonders for cutting down all kinds of noise for me. Everyone else's milage may vary. There's also a $9 FM filter you can pick up at RadioShack that might help that connects to the coax. Experimenting is have the battle/fun of listening.