No law forbiding it outright in Texas.
There are local laws (San Antonio) about distracted drivers (texting, iPods, etc.) that could be interpreted to include a scanner.
It shouldn't be a problem, if you don't allow it to distract you. Every law enforcement officer I know (many troopers, deputies and officers) have known that I carry one, and most think it's a good thing, that someone is a little more aware of what's going on. Most scanning enthusiasts have a little higher degree of respect for LEOs as well, because we hear how busy they are, and the kind of crap that people call them for.
I work a Friday night job during the summers with the same deputy, on the River in New Braunfels, for some side cash. He enjoys listening to it as much as I do, because I usually hear what's going on as soon as he (and usually before him if it involves the FD/EMS) because of the scanner.