The antenna you pick should depend on just what you are trying to
receive. Could you give us any more info?

As for digitizing the signal, yes, you can actually buy receivers with
digital output, though good ones tend to be expensive. If you want
very broadband digitization, you can get ADCs that sample at 10^9
samples/second and above, but only to about 8 bits of resolution, and
accuracy even less than that. If you want to digitize only a
relatively narrow band, you can use analog techniques to convert the
signal to a lower frequency, or you can use an ADC that is capable of
"undersampling" -- accurately sampling a signal at a frequency above
half its sampling frequency. In either case, you need filters to
insure that the band of frequencies you let through doesn't cause
"aliasing". (You should be able to find plenty on that with a web
search.) Anyway, there are some key questions: what signals do you
want to receive, and what bandwidth do you want to digitize? Do you
want to be able to adjust the center frequency of the band you
digitize, or will it be fixed? What dynamic range do you need? What
amount of noise in the receiver can you tolerate? Without answers to
these basic questions and some others, you probably won't get the
results you seek. On the back end, another question is, what will you
do with the data? Can you record it or process it real-time without
choking on it? And finally, are you looking to buy a system, or build
one, or some combination?

Cheers,
Tom