Welcome to the wonderful world of radios! You've got a great start with the 396XT. There is so much to listen to, and not just on the scanner bands. The HF bands are active with civilian aviation, military operations, marine shipping, and a lot more. If you can, pick up a copy of Monitoring Times or Popular Communications magazines, or check out their websites. Along with all the excellent resources here at RR.com they will show you all there is to listen to.
As to antennas there is quite a selection. I know that you have a handheld scanner but for when you're listening at home I'll recommend a base station-type antenna that should be mounted as high up as is possible. The antenna I'm thinking of is a discone antenna. A discone is omni-directional (receives equally from all directions) and most of them have a frequency range from VHF-Low (25 MHz-30MHz) through the 800 MHz band. You can find some great antennas, and other scanner accessories here:
Scanner Master - Police Scanners by Uniden Bearcat, AOR and Radio Shack.
Another good antenna is the Antennacraft ST-2 from ScannerMaster. I bought an ST-2 years ago and mounted it on the old TV antenna mast on the eave of my house. It's a great antenna. I have it running into a pre-amp and then split out to 5 scanners.
Have you considered getting your ham radio license? It's another whole segment of the radio hobby. I hold a General class license which allows me to operate on the VHF, UHF, and most of the HF bands that are allocated to amateur radio. Hams can operate using Morse Code, voice, digital, slow-scan TV, and microwave. I've made contacts using voice and digital all over the world.
As you can tell, the radio bug bit me hard. Professionally, I've been an emergency services dispatcher for the last 21 years so I've got a lot of time behind the microphone. Between my radios at home, in my vehicle, and the scanner apps I have in my smartphone I'm never out of touch with what's going on.
It's a great hobby.....have fun!
