Shortwave receiver? That's pretty sick. But I guess if you want to hear BBC World Service or Radio Korea or even hams talking about antennas and amplifiers there is only one way to go!
For my purposes, the cheap Centon MP3 player and small powered speakers works well. But I would only put all that stuff on for rather short (less than 20 mile) slow group rides on my MTB. For a faster pace ride, or a longer ride, I think it would all just get in my way.