A dipole is perhaps the most basic radio antenna. The most commonly used dipole is the half-wave, so named because the total length is approximately one half of a wavelength long at the desired center frequency. The antenna is made up of two wire elements, each about a quarter of a wavelength long.
Dipoles are excellent antennas for general purpose shortwave listening, including pirate radio listening. It is easy to find straightforward instructions on building a dipole, and the materials are cheap and readily available. The ARRL has very straightforward explanations and plans online. Don't be worried about selecting a band or resonant frequency. Just build the largest you can fit at your listening station!
It's useful to note that you do not need to use 50 ohm coaxial cable, which is generally more expensive and harder to source. A simple dipole can be fed with the inexpensive television type 75 ohm coax found at your local home improvement or department store.