Dave

A Zener acts like a regular diode in one direction, the
Zener is actually a back biased diode that is run into
it's reverse breakdown point (over simplification). You
could use two Zeners in SERIES to clamp an AC voltage.

I think you should start by giving us some parameters.

1. What kind of receiver are you trying to protect; tube
or solid state?

2. Are there any transmitters nearby (ham or CB)?

3. What kind of antenna (long wire, dipole, etc.)

4. Urban or rural environment, nearby AM broadcast
facilities?

Some other things that you might consider would be
adding a sacrificial fuse in line with the protection, say
when the diodes or gas arrestor clamp you could have
a 47 pilot lamp wired in series with the antenna to limit
the current to diodes.

Pete