To add to what gmclam said: (Hope I don't overload you here, I tend to be verbose...
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For your "favorite" items (aircraft and ISS) just about any 'ol scanner will work. They are "conventional" transmissions on single frequencies in analog voice. Same for almost all amateur radio traffic (there are a couple of D-Star digital repeaters, but no scanner will do those yet and it isn't a very popular mode yet anyway), weather spotters, some smaller towns PD/FD.
If you want to listen to your local (Edmond) PD/FD, though, you will need an "analog trunk-tracker" scanner. That's the next step up, and not too pricey. Edmond ,many of the smaller communities along the east side of OKC, and Norman have moved to the statewide Dept of Public Safety trunking system. This is where you will also find the OHP.
But at "some point" in the future (no one really knows when) some or all of those agencies may start moving to P25 digital - the current system supports that too - in which case you would need a "digital trunk-tracker" scanner. That would be the GRE PSR-500 gmclam mentioned, there are a couple other brands out there too. There is a small amount of digital stuff in the metro area right now, mostly Tinker I think. I have several digital scanners, and have yet to try listening to any digital!
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It's up to you if it is worth the cost. It may be many years before the P25 switch happens to anything you're interested in.
Now, at least for me personally, there are other reasons for the pricier digital scanners. The primary reason I bought a Radio Shack PRO-197 (same thing as a GRE PSR-600) and a PRO-106 (same as PSR-500) because I like how they handle programming. Older scanners used "banks of frequencies" which was quite limiting (a single bank may have 100-200 slots in it, but you only want five or six frequencies in that bank - the others are wasted) and worse, for trunked systems they had a limited amount of room for talkgroup IDs. The Oklahoma state system has a huge number of talkgroups, meaning a LOT had to be left out. With the PSR-500 or 600, I could dump every single talkgroup on the system in, with plenty of room to spare.
After all that, summarizing my personal recommendation: If you have the money and are willing to spend it, get a GRE PSR-500 (or Radio Shack PRO-106, same thing). If you don't want to lay down that kind of cash, but want to be able to listen to the local PD/FD and such, you can get a PSR-300 (or Radio Shack PRO-164). Both of those do alpha-tags so you don't have to memorize what the frequencies are. It is *possible* to program them by hand, but I'd REALLY suggest you get the software to do it from a computer. Makes life a LOT simpler!
I have both of the above scanners, and they are both great. The other major company is Uniden, and there are Uniden fans that I'm sure will chime in too at some point but I've never used them myself.
And finally, if you don't care about the police and such, just want the basics, you can probably find someone who has an old scanner laying around that would work just fine for your needs!
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RS does have some simpler scanners, but I've not used them so can't comment on them.