Another one to consider is the Yupiteru MVT-7100 or its slightly smaller (in size) brother the MVT-7300 (which actually has more features). Both of these are extremely sensitive and make excellent little receivers.
PM me if you want to know where to get hold of these - unfortunately to post the name of a company would go against PPRuNe's terms and conditions.
As BEagle mentioned - Concerning the legality of listening. If you apply the letter of the law in the UK, it is not illegal to own a wide band receiver, but it is illegal to listen to broadcasts which are not intended for "public consumption" (or words to that effect). What that means is that you can listen to radio and television broadcasts, citizens band transmissions, and amateur transmissions. Anything else is theoretically illegal. Having said that, brushing up on RT as a PPL is likely to be classed as a broadcast that you are entitled to.