You'll get two schools of thought, here...some will advise the RadioShack/GRE PRO series, others will recommend the Uniden BC series. I suggest you research all of the following models (there is much info in the wiki, here, as well as in these forums).
Handheld: PRO-96, BCD396T
Mobile: PRO-2096, BCD996T
As to whether you should buy a handheld or a base/mobile, that will depend on where you want/plan to use it. On the "BC" models, the base/mobile provides a significantly better display as well as some mobile-specific features. In general, when using an on-unit antenna the mobiles will receive marginally better. Of course, you can't drop a base/mobile in your pocket to listen to at the mall...
There is a dedicated discussion thread for PRO-96 vs BCD396T.