My favorite, existing shortwave station is the Voice Of Greece. Love the music they play. A lot of it sounds Middle Eastern tinged -- obviously because Greece is so close to Turkey and other Mideast nations -- but also has some of the saddest sounding ballads that can be heard on the airwaves, usually sung by female singers. But haunting, beautiful music also.
A runner up would probably be Radio Nacional Da Amazonia. After that would be Radio Australia, mainly because they always have interesting news and feature programs. RNZI is also one I'll listen to if it's on.
In the past I used to listen to the Voice of Turkey every evening, but although they still exist, they don't come in as well as they did in the 1990's. Their program in Turkish to Europe used to be non-stop Turkish music, with some talk in Turkish from time to time.