I've got several apps on my iPhone.
The one I use the most is Police Scanner Pro. Thanks to Dave's doing the Minneapolis feed, I listen to it pretty much every night. It has a sleep timer where I can set it to turn off after 90 minutes. It shows alpha tags but I've seen some problems with the alpha tags not being continuously displayed.
The next favorite is Emergency Radio. It is really good about continuous display of alpha tags, but it does not have a sleep timer.