CB (Citizens Band) has a very short range and no rules to speak of. You'd be better off finding programs to listen to via the Internet than CB. On the other hand, while there are hoops to jump through and tests to become a HAM radio operator, you get a lot bigger antenna and a lot more powerful radio in the process.

Amateur Radio from Wikipedia. Bruce's link looks pretty good, concise, also.

Shortwave is different, it can be very interesting, I used to listen to it as a kid and you can still buy some decent shortwave radios. I don't know what is broadcasting out there these days in a world dominated by SMS and the Information Superhighway. You might want to google "Shortwave Broadcasts in English" to find sites like this.

SRS