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By clicking on the "Databse" link above and doing a little navigation, you'll find that RR has a page dedicated to Phoenix area frequencies and TRS:
http://www.radioreference.com/modules.php?name=RR&mid=24
Each one of those links takes to even more pages with frequency tables.
I noticed on of the links pointed to Maricopa County:
http://www.radioreference.com/modules.php?name=RR&ctid=100
Further down this page are the conventional frequencies. You'll look at each table, and determine whether you want to scan it. Frequencies that use repeaters have a range of up to 25 miles, you can ignore the input frequency. The Display is a good idea for a text tag. Program the squelch tones if your scanner supports it. Follow your documentation on how to program for each Mode, especially the APCO25.
I noticed the county uses a TRS (Trunked Radio System)
http://www.radioreference.com/modules.php?name=TRSDB&sid=848
The first table tells us it's a Motorola Type II using Analog and APCO25. The news indicates that Scottsdale went recently online with the system.
In order to maximize your listening experience you *must* program in TGIDs for MOT II.
Start Programming by following the directions for programming a Motorola (800Mhz) trunk. If your scanner supports it, turn on all the bits. Visit this Wiki Page for a good discussion:
http://wiki.radioreference.com/index.php/Motorola_Type_II
TRSs have ranges of 1 to 8 miles, I think. The first site in the Frequency Table looks like it's for Scottsdale. Since your RS Scanner supports "Control Channel Only," Program in "859.26250" (in Blue)in channel X00 and "860.26250" (in Red) in channel X01 of your selected bank.
Return to your documentation for programming in TGIDs. You're going to key in the DEC value and some sort of alpha tag (you can use the display or munge up to 12 characters from the Description table). The "A" Mode are analog (most scanners) TGIDs and the "D" Mode are digital (APCO25 required).
If you program in only a subset of all the TGIDs and that's all you want to hear, run that Bank in "Closed Mode." This is a way to use two or more banks, one for PD, one for Fire/Rescue and one for the Sheriff, for example.
Start scanning. When the agency sends out a call, it will be associated with a TGID. You can follow the action because you can read the alpha tag "MCSO West" you keyed in instead of 43120. Because you program the TGID, if any of the status bits are used, you can still follow the action. You can hold a Talkgroup by pressing the Trunk key down.
There is software available for programming your scanner, but you will still need to look at the database or other reference and make some decisions. Visit the Software Forum for more information.
For more specific information about your area, visit the Arizona Forum.