If you only want to receive, Wayne's correct, get a scanner.
If you need something that will transmit on 800 MHz and VHF-Hi or UHF, get ready to shell out the big bucks (much more than two seperate radios could go for). Those are the really high end and almost specialty radios that easily cost $7,000 and up. If you're looking for all three bands you're easily looking at 6 figures. At any rate, you're going to "break the bank".