Many moons ago, before I got my ham license, I did some AM BCB DXing. I even went so far as to build a loop antenna. Even though it was very crudely built, it worked pretty well.
Here are a couple of links to plans for building similar loop antennas:http://www.mindspring.com/~loop_antenna/
I just clicked on some of the links on the AM DX Resource Page (http://www.amfmdx.net/amdx/
) mentioned above, and that does look like a great resource. I used to belong to the National Radio Club, and they have lots of good info on their site.