I use a Tecsun PL-660 for much of my SW listening. I actually got it from a friend at a radio get-together, which lowered the price a bit. :) It's a really excellent little radio.

As for being up all hours of the night, not necessarily, though reception definitely improves during North American evening. Not sure where you're located. If you're in a relatively low noise area, or can get to one, mornings and afternoons can be pretty decent for listening too, depending on the band.