It's far and away better to get separate receivers for different applications. The reason is performance - as alluded to previously, portables have numerous shortcomings - many in the area of strong signal handling and selectivity - and while they might look attractive, do your homework before plunking down your money.
In the ham world, a good 2m/440 handheld with a decent broad receiver will get your feet wet, and allow you to do some public service work as well. But as I mentioned earlier, putting a good outdoor antenna on a handheld in urban areas can overload the radio.
Sarcasm aside, FLRailman got it right - For HF stuff (2-30 mhz) check out the links we have in the wiki on receiver reviews - we got LOTS of them. Get a copy of Passport to World Band Radio - even the 2009 edition will have more than enough information. Click on the link below (anything in blue)
Receiver Reviews
EHam has numerous user-level reviews on a whole gambit of HF and VHF stuff - wander and read.
Antennas are a completely different ballgame, and many are designed for specific applications or sometimes frequency ranges. You will need to be much more specific to get a halfway decent answer as to what you are trying to hear or accomplish
73 Mike