I'm looking for an inexpensive radio set up to pick up a particular radio station from about 200 miles away. I have several radios in my home, but none pick up the station well, however, if I drive about in my car away from my house for just a minute or so I can pick up the station fairly well. Would I need to get a better radio, make a better antenna, or both?

A better antenna may be the easiest way. Probably a yagi with some gain and directivity.

Is this AM or SW?

†Jesus†

Or if you have space ,you could use a long piece of wire for the antenna.

A wire wouldn't be bad, but if he's looking to pick up a very specific radio station, an antenna with incredibly high directivity, like a yagi, would be the most appropriate solution. The wire would probably be best for a wider band, but in terms of hearing one station, the best set of ears is usually a yagi.