Yes you do need a digital scanner, and since the new system the state is switching to is P25 Phase 2, you will need to be careful which one you get. Stick with one of the following Uniden scanners; BCD996P2 (not the T or XT), BCD325P2, BCD436HP, BCD536HP, SDS100, or SDS200. The bolded ones are handhelds, the non-bolded are base/mobile. I just bought a BCD996P2 to replace my feed BCD996XT which will no longer work when the digital system is updated. Expect to pay $300 to $700 for a digital scanner, depending on the model, and whether used or new. If cost is no issue, the SDS scanners are the latest and greatest. They'll all work with analog frequencies as well.
Note that unless you understand the basics of digital trunking, programming digital scanners is challenging, and is very difficult to do without using the available (and free) Windows software. Even with the software you need to know what you're doing. You can pay people to send you a programming file to upload to your scanner, but that can be pricey. You may find someone in the state that would do it for you, particularly someone in your area who already has it set up for their scanner.
Note that agencies have the option to encrypt, and if they do, you can't pick them up. It costs the agency to do it, so most just designate SWAT or special ops channels as encrypted, and leave everything else in the clear.