I always used enameled wire, and for Medium wave could not detect a difference between that and litze wire.
Grey pvc as used here in tubing to lead the rainwater off from the gutters is H.F. proof, available here in 1/2 inch to 5 inch sizes, tip: if not sure about the H.F capabilleties, cut of small piece, put in microwave and nuke it for 10 - 30 seconds with a glass of water next to it.
If the pvc does not get warm, excellent stuff to use, also for making dipoles, isolaters etc.

http://en.wikipedia.org/wiki/Crystal_radio

Site of a Dutch chrystal radio maker.
http://www.crystal-radio.eu/
Including english descriptions, and schematic diagram, if need more translation, just ask.
From Am, to FM ;)