It's probably good to start simple and cheap. I'd recommend a random wire fed against ground, honestly.
I'm with others on this site that a random wire + tuner is not a good first transmitting antenna because of RFI problems, but as a general-purpose HF receiving antenna, they're passable and easy. You can skip the tuner for RX use. Do a google search on "receiving random wire" and variants for details. There are many many sites out there, many of which with pictures.
I imagine what you want is more or less all-ham-HF-band coverage? If you have a reasonably quiet location (not lots and lots of local noise sources), you'll hear plenty of stations with a random length of wire.
OK, you didn't ask for the simplest and cheapest though...
A random wire is not the BEST antenna you could have for listening. If you want super-duper RX performance, phased Beverage antennas or phased vertical arrays (http://w8ji.com/w8ji_rx_ants.htm
etc would truly be the best for certain conditions and bands. I'm not sure there are many turn-key solutions there. Not simple at all, not necessarily cheap.
Small receiving loops are good for the low bands.
Simple half-wave dipoles are good all-around antennas for the higher bands.
I guess my overall recommendation is: put up some wire. Put it up high. Listen.
Read about other RX antennas that have better performance and when you are struggling to hear cool stuff, think about an antenna upgrade.