If you don't want to set up everything yourself and just want to tune in to some numbers stations, there is an online SDR interface hosted from the Netherlands.
Arguably also the more boring use of SDR; at least for me the interesting bits come from the ability to (de)modulate, filter, process and otherwise mangle signals in a way that would not be feasible with traditional radios. Using SDR to "just" listen in on old modes and bands seems like a waste in comparison.
Use an audio pipe an practice demodulating the various modes you can hear.
Also try websdr.org which lists a lot more than just the U. Twente one.
There are several technical advantages to using SDR (and some downsides), but the benefits are greater. By SDR I mean direct sampling of the HF, such as a Flexradio or HPSDR.