Money aside, a good bet would be to either get your HAM radio license or a wide coverage receiver (think scanner, but with more coverage). Companies such as Icom, Kenwood, and Yaesu make some nice receive-only radios. Most can run on "AA" batteries, too. Even if you don't get your ham radio license (which is pretty easy, btw... check out http://www.arrl.org for information), you can always buy a wide-receive ham radio and use it just for listening in.

You might try two receivers put out by Icom called the R-2 and the R-5. Both can run on AA batteries and are pretty small & light. I think they run in the neighborhood of $200 or so. Here is a link:

http://www.icomamerica.com/receivers/handheld/index.html

I find that listening to police / fire / weather bands is far more informative than AM/FM and TV.