There are many SDRs available today; the Winradio G-series is possibly
the best known. The Flexradio SDR-1000 (now replaced) and the RF Space
SDR-14 and SDR-IQ have properties most other SDRs do not have; the
ability to record a large (up to 190 kHz) portion of the spectrum to a
PC hard drive. The recording can later be analyzed using different
demodulators, bandwidth settings etc.

Ordinary front end filtering is difficult to match with a 190 kHz
spectrum, hence one might need extra high-/lowpass filter or even
notch filters to avoid very strong signals.

The SDR-IQ does emit RFI on higher shortwave, masking very weak but
audible signals. I didn't know until I was informed about it but I
only use higher SW for listening to strong international stations.
There is no RFI on lower SW and MW. I don't know if this is also the
case with the SDR-14 and the Flexradio systems. For me the RFI is a
non-issue; for others it may be very important.

For me, the ability to record 19 MW channels into a file for later
analysis far outweighs the RFI and front end issues with the SDR-IQ.
Others may judge otherwise or have a more hostile RF environment.