<snip> Do any of those scanners scan below 25.000mHz? If not then you need a amateur radio to listen to HF.
That is simply untrue. There are still a couple of manufacturers of HF receivers - namely Palstar, Icom and Alinco - that are making desktops (boy is that way down from years past) that can easily listen to hams. And contrary to what many think, you need no license to listen - just to transmit.
In addition to the newer models, there are many older models from manufacturers like Drake, JRC, Sony, Panasonic and Kenwood that can be had with a bit of knowledge and research. That's what the Receiver Reviews category in our wiki is all about - research.
Now what is there to hear on HF is such a wide ranging answer that whole articles - and some books - have been written on the subject. If we ignore hams for a moment (we only occupy a small percentage of the HF spectrum). You have everything from high power broadcasters (who are, sadly, slowly dying off due to the perceived popularity of the Internet), lower power (regional) broadcasters (where you will often get a more accurate representation of that area's broadcasting, not the re-worked versions that many of the higher power stations will do), military (no, never the secret stuff - still there is much you can learn), aircraft, ships...the list is difficult to define, really.
You really don't need some sort of antenna farm (although you will certainly have more tools at your disposal if you do). Many of the world's top DXers use 1 or 2 antennas - sometimes they will have 2 different types to try to work with different kinds of propagation characteristics. Let's face it, not everyone has the space to put lots of antennas.
What I have done here is to paint with extremely broad strokes - there's a heckuva lot more to this than the surface view I've presented here.
The key to being successful at listening on HF is 2 words, both related and relatively speaking, inexpensive to get - knowledge and research. That's the best way to bust some of the myths you hear about...Mike