Welcome!
The OPP are fun to listen to and transmit using P25 Digital technology.
Most of the local (to my area) police forces/municipalities still use analog means, be it EDACS in Halton or Motorola systems in Hamilton and Toronto and Peel.
Should you be from this area you will have a lot to listen to.
As for your choices, look around on this site, some swear by Uniden scanners, others by GRE and Radio Shack Pro scanners. I have used pretty much exclusively Uniden scanners to 10 years now and love them. My current workhorse is BCD396T, the older portable Uniden trunker. It serves me well and I have had it for 3 plus years now. I have also had the honour of using a base station 996, the newest version of it and it kicks ass!
For your piece of mind you will hear from people on here who love both or either, have an open mind and be prepared to spend close to $500 (low end, up to $700 for newer scanners). There are good companies in the states that want your business as well as great guys in Canada who sell scanners and want your business. There are also a few store fronts in the GTA who want your business but IMO charge a but too much.
If you need any help please ask.
Eric