Do I need a mega antenna - I only use the
coil-out wire or whip.

When all other things are equal, the antenna will make the difference
between hearing a faint signal and not hearing it. As far as the "mega" part
goes, if you mean an large antenna on a 200' tower or a huge beam-- well, to
be sure, those would make a huge difference, but since few of us seem to
have that sort of room available (not to mention time and money) even a
longish wire placed somewhere outdoors will probably help quite a bit.

Jackie