I've had a scanner in my truck for almost 20 years so here is some advice.
A scanner is extremely useful for monitoring all kinds of things. My personal favorite is a couple local construction companies.
The first thing you should do is head over to
http://www.radioreference.com/ and look up your area to see what kind of frequencies are being broadcast. If your local PD/highway patrol is using a digital system you will need a digital scanner to hear them. A digital unit will also receive all analog frequencies.
I'm currently using a Uniden BCT 8 that I picked up for around $150 awhile back. It is an analog scanner as that is what is used in my area.
Any and all scanning questions can be answered on the radio reference forum.