What's on HF? HF runs from 300khz to 30mhz
Amateur - Hams: Have 9 different bands....if my finger count is correct.
International Broadcast Stations: Includes government sponsored stations such as the BBC ect...They brcst news, music, special interest programming ect...
Privately owned broadcast stations. There are many based in the USA. Many are religious types but there are entertainment and special interest stations. WBCQ is one in particular.
Pirate Entertainment Stations: Since the beginnings of radio there have been unlicensed operators around. Some are folks wanting to just play their favorite music, others create remarkably well produced original comedy material. They broadcast sporadically and use various sundry methods to attempt to avoid location by government radio authorities. Their broadcast activities are invariably illegal but there is something in an excitement factor to see what they can get away with. Some are just "kids playing radio" while others produce downright professional sounding programs and the comedy stations have aired some hilarious material otherwise heard or offered nowhere else. There are websites and other hobby groups that track and report their broadcasts. They're not hard to find and want to be heard.
CB Radio: Is in the HF spectrum.
Some military plain voice but these will be very routine and "unimportant" stuff. All important tactical military traffic is encripted-digital these days. You have no chance of receiving them on any equipment.
International commercial airline communications. Jets traveling over the oceans ect...must communicate with their bases and air traffic control centers via HF.
International Time Standard: Various countries operate atomic clocks and broadcast the exact time over HF radio. The continental U.S. Time Service is at Fort Collins Co. and transmits 24/7 on 2.5mhz, 5.0mhz, 10.0mhz, 15.0mhz, 20.0mhz and 25.0mhz. One or more of these frequencies should always be propagating to all U.S. locations and beyond. These time broadcasts up and down the band can also be used as propagation indicators for the bands which they are in.....to your location. I suppose these Time Stations could be classified as a Utility.
Maritime mobile: All kinds of ships....anything you can think of, have a need to communicate with each other, their bases, harbors ect....They use VHF for short range line-of-sight work, but when you need to talk longer distances, then HF is used.
I'm sure I'm leaving some services out but most everything else you will hear on HF falls under the catagory of "Utility". Most utilities will be one kind of digital communication or another. All you're hear is various kinds of "strange" sounding noises. Certain commercial businesses have need for HF communications like pipeline operations ect....The majority of such utility stations nowadays will be by some form of digital mode. There's not a ton of plain voice utility left but there is some. Many operations needing long distance voice communication like telephone calls have gone to satellite services, again these will all be digital and you won't be able to intercept them.
I acknowledge that that my list here is only partial and there are many things I'm sure I'm leaving out. But it's a good taste of what's on the HF bands. Hope it helps.
Good luck