"PS. Joshs suggestion of wire around the window also works quite well, and is far easier to implement, I have done this as well, but I found I prefered the selectivity of a tuned device."
The loop I used was a coax fed true loop, and a transmatch was always used, either an external one for higher powered rigs or the internal one in the IC703 qrp rig. The transmatch greatly increases selectivity at the antenna port. I had a lot of ferrite beads on that coax to keep rf off the coax.
For tx use, such a loop is fine on ssb voice mode as the average power is low, keeping the wire from heating up due to the losses from amps of rf flowing in it, for rx use you can use a string wetted with salt water as the loop. If you do digimodes like jt and so on, you have to reduce power to 5w or so to keep the wire loop from heating up. I used silver wire with a teflon coating for the loop. A copper tube or pipe would have been better for tx as the losses are reduced the thicker the conductor.