As CharleDom eluded to but I think nobody else discussed, there is much more hanging out on the HF bands.
Utility monitoring, which is different from listening to shortwave broadcasts, is very interesting. Some guys are very avid about tracking spy stations and keeping volumes of information on them. Some like to decode NAVTEX / Marine WX FAX, charts and RTTY. Some like to try and decode the latest and greatest encrypted transmissions (from US or foreign governments / diplomats). There is HF-GCS / COTHEN freqs - you can often pick up interesting things (with patience) such as search and rescue attempts by the Coast Guard, mliitary / DHS comms (ALE, a little voice, some data).
The other night I was on IRC with a few guys (some which likely frequent here), and we were flipflopping back and forth between frequencies monitoring ALE soundings and voice / data for a search and rescue mission near Cuba, and one near the Bahamas.
Then, if you are an amateur radio operator or become one, you can have a lot of fun BSing with people all over the world. Or, if that isn't your cup of tea you can compete in voice, cw or digital contests (along with other hams) to see who can contact the most stations from the most diverse number of locations around the world. Or you can experiment with building antennas and radios.... unlike VHF and above, if you are a tinkerer with some RF knowledge you can build your own radio, run 1 watt QRP on it, and set your own goals for how far you can communicate on that 1 watt. There are the County Hunters (for those who want to try and make contacts with all US counties). There are the CW purists like F.I.S.T.S. There are the mobile nets for those who want to strive for an award for working mobile.
On HF, a 30 Mhz spread is huge - there is more bang for the buck that you will hear between 0-30 Mhz than you would hear from any other 30 Mhz swath of spectrum.
Propogation plays a huge role in what you will hear and when you will hear it, as well as who you can contact, etc. And it's easy to toss up a very stealthy wire that performs well for transmitting and receiving on HF, if you live in an area where you can't put up towers and antennas that your neighbors deem eyesores. You can roll your own antennas, tune em up and use em.
Really, there is so much to enjoy between 0-30 Mhz. Some people buy $500 dollar scanners so that they can get one or two digital trunked systems that, in a case like mine, provide very few minutes per day of actual interesting comms.... Take that same $500 dollars and buy a nice used receiver (like an Icom R-75 just as an example) or a amateur transceiver (with general coverage up to 30 Mhz and above) and dollar for dollar you'll find more stations to listen to... whether they be shortwave broadcast, amateur radio conversations, or the utility monitoring.
It's worth it all around to get one. Do yo uhave to spend 1K to 2K? No. I have a Yaesu FT-100 (that transmits from 1.8 Mhz to 30 Mhz as well as on 6M, 2M and 440M. This radio has a decent receiver, good noise blanker, some other DSP stuff that works fairly well, and allows me to listen on HF. I have an R-75 receiver that I got used for $450. No reason to spend 1-2K unless you want to, and if you do you'll have can have an excellent radio with wide receive coverage and transmit abilities on many amateur bands if you wish.
Mike