Ditto on the Sangeans. I would suggest the PR-D4W. Great sound, some adjustable bandwidths on MW, easy to use, performs as well if not better than Sangean's other models (I have a PR-D5, PR-D14, and PR-D18). Will go 120 hours or more on 4 D Cells. Also does well on FM (stereo through headphones). Has weather band. Mine gets the local Weather NOAA station without even extending the whip antenna. Awesome.
I had read nothing but good reviews on it, and when I finally got one a couple months ago, I was pleasantly surprised. Only "glitch" is that the radio takes 4 seconds to peak to the frequency every time it is changed. I.e., you turn to 1560, it will peak the radio's DSP circuitry to the antenna for that frequency and it takes roughly 3-4 seconds for it to maximise the signal.
But it is a terrific radio. Makes DXing great again. Switch it on, plug in a decent pair of headphones into the jack (I use a $20 set of Sonys), and tune to a DX channel, and it's impressive sounding.
The PR-D15 that a29zuk suggests is probably really good, too. It's a twin coil, 200mm loopstick radio like the PR-D5, except it's reportedly better on FM and it has tone controls, which helps on the AM side.
The prices on most Sangean AM-FMs are reasonable, too.
RE: The Sangean 803 / Radio Shack DX440 -- I have one and it's great on MW. Because I live in a narrow valley a loop helps. Great radio, though.