I don't listen to the radio much these days. But if I did, I would seriously consider this radio, the MAGNO Wooden Radio. It's pretty pricey, but it does have AM, FM, and Shortwave, along with its wooden case and knobs.
The description at Areaware.com says the designer, "Singgih Kartono chooses wood for his radios not just based on aesthetics but on his appreciation of wood's simplicity and organic vitality. The Magno radio combines the most current mp3 player compatible electronics with sustainably grown woods."
What more could you ask for? They've got a smaller one, too. Treehugger.com has lots more information about the radio and its designer.