radio shack usually has a selection
depends on what you are using it for- police, cordless phone,aviation. Some don't cover the aviation frequencies
7-8 years ago mine picked up cell phones- sometimes only one sided. I don't think that is possible any more. Some scanners could be programmed to unlock those frequecies. Don't know if that is possible any more.
Mine is a handheld Radio Shack Pro 51I think.
The home base ones are more powerful than the handheld. They make them for the car also for all you cons on the run.
There is a scanner frequency book that comes out every year in all bookstores that will give the frequencies for all gov't agencies from janitors to fbi to cops to ambulances for specific towns and states
If you are really paranoid, go see a P.I. and ask him "hypothetical" questions about specific scanners or ones that can be tweaked.
Also check out WIRED magazine, if they are still in biz