How much space to have to set up an antenna? Do you have a backyard or do you live in an apartment or condo type location?
There are limitless things you can listen to with a good receiver and decent antenna. As Chris mentioned, if you have the capability to, set up a discone antenna for VHF/UHF monitoring. A quality discone will allow you to receive 25-1300 MHz or a similar range. Combine that with a wire antenna (or wire antennas) for lower frequencies (up to 30 MHz) and, presuming your receivers can cover those frequency ranges, you have a whole world of listening capability at your fingertips.
If you can provide us with more information about what kind of space you have to set up an antenna and other particulars, we will be a better position to help you. Radio is a fascinating hobby and can be very rewarding if you're willing to put in the effort to absorb as much information as you can. It sounds like you're heading in that direction. HFUnderground is a great community and there's a lot of technical and practical knowledge and experience available to you on this forum.