I would say go with shortwave or FM, but not AM (MW). Getting an effective antenna set up for AM is hard. You need a lot of space. There any many designs for shortened AM antennas, but none of them work well. You'll go farther with the same power on FM. If you do have the space for a massive antenna, then go with AM. You'll find the range to be really good if you use the right antenna. I know this from experience.
To decide between FM and shortwave, you have to think about your target audience. Is it a bunch of radio geeks from around the world, or is it the average local person?
If you want a good FM transmitter: pcs-electronics or "The Radiomaster"
If you're looking for a SW: Stretchyman or https://www.ebay.com/itm/DDS-AM-LW-MW-SW-TRANSMITTER-MODULATOR-100KHz-30MHz-AUTO-LPF-BPF/323346484122
... then you can just get an HF linear amp and you'll cover MW and shortwave with the same transmitter.
The PWMs are better, so if you looking for higher power and more efficiency, then take a look at stretchyman instead. But for low power a linear amp should be fine (and more broadband).
Dear OgreVorbis,
Thank you very much for your detailed reply, I really appreciate it.
Regarding FM, I've pretty much discarded that option as all of the FM frequencies in my city are taken and authorities are really strict on that.
On the other hand, AM is pretty empty yet available everywhere (cars, most radios...). I live in an apartment block, so the only place I would be able to set up a MW antenna would be on the rooftop, so no buring ground sticks (those metal things, sorry for the lack of vocabulary) and space could be a little bit of a problem. How big are we talking about? Would a 1/4 dipole in an inverted vee work?
I've considered shortwave and I've talked with Stretchyman about it. I don't really have the budget to spend on a powerful transmitter, so I'd be TXing low power with one of his transmitters (I'm still learning about building one and I wouldn't want to mess it up, so building one myself is not an option, currently), meaning that I maybe wouldn't be able to reach very far, yet also wouldn't make it locally due to the skip.
What do you recommend? I'm still doubting about which route to take.
Again, thank you so much for your help.
Best regards,
Diego