Depends on which active antenna you use. I've heard some good results have been had with users of the Sony AN-LP1 (I think that's the right model number) and a similar unit by Kiwa. (I think AOR has one too, come to think of it). Such units don't have the high uncontrolled gain that some of the cheaper active antennas have, and the loop designs help cancel some noise problems. However, they are all kinda pricey.
Active antennas have the potential to cause more problems than they are worth, particularly in urban areas. If there's no way to cut the gain down (unlike the models above, all of which I think do have a way to control the gain), you risk overloading the portable, which is not really designed to handle that much. That can result in a lot of distorted MW stations (maybe some HF, too) appearing in places you don't want, and 2 or more stations overlapping each other, which are all signs of overloading.
You might want to see if there's a ATS909 Sangean Yahoo group (I'm pretty sure there is at least one); they might be able to make a good recommendation. The other question, of course, is why would you want an active antenna, when a passive one is much more likely to work better? 73s Mike