I well know that "dead on the Feds" feeling.
If you are in a larger city area, and it is dead, you are most likely not tuned to the right channels, have the right PLs, or have the right mode (digital/analog). I can tell you this, during normal business hours my fed scanner is picking up a lot, and I live 60 - 120 miles north of the major activity. If I go to Ft. Lauderdale I am usually treated to more than one surveillance operation and a bunch of routine stuff. Activity is sometimes so busy that if you want to follow something you have to lock out some other federal stuff of lesser interest. Up in my rural area activity picks up from time to time when a "target" of interest is being stalked. A lot of this activity is mobile simplex, and often not on major repeater channels, so you had better know what frequencies to listen on or you will miss the activity, and that makes the difference. Once you have all of the right stuff programmed in, you will hear good stuff (when not encrypted).
And so we come around to where to listen...and how to know. I echo Bill's sentiments. Start searching! Unfortunately most of the fed systems are not on a national standard (some are). It does vary from region to region. I will give you an example...I logged a pile of stuff before I moved from NY to FL in '92. When I turned on my scanner in FL, I did not hear too much. I heard some, and some of the channels had different users. After searching and getting all of the S FL stuff into scan I heard a HUGE amount of fed traffic. I moved back to NY for a couple of years and the same happened...some traffic, but not much. I did another massive search effort and got a "mutaload" of traffic! And things changed (more stuff) from when I lived up there a few years before. Came back to FL and again some things had changed and I had to figure it out. Well now things are changing big time with the push to narrowband channels and digital, so I still search every day. Just when I think I have it all, something new comes in and I have to update all of my files (a lot of work). But I'm nearly fully loaded and can follow the vast majority of what is happening around me. Even then, I still search for treasures in those "unused" frequencies. You never know when something new will pop up.
So, yes, there is great stuff to hear and there should be a fair amount in most city areas, but YOU have to do the legwork and search it out. Those who follow this forum over a long period of time are following patterns that are being reported by others. This gives clues and ideas of where to look and what you might expect. That helps! But unless you have a search hound like me in your area that is willing to share his/her info, you have to do it yourself. I like searching out new stuff. It is challenging and fun. The rewards are great. This stuff is not your average local PD noise, but really juicy "to the point" criminal hunting. Watch ManHunters on A&E to see what you can actually hear, and you will hear even more than they show.
I also have to mention Chris P. and the Monitoring Times Fed Files as being a big help. Chris (who is here often) travels around the country searching everywhere he goes. He reports what he hears in his column and on his blog. This is a real help, so check ALL of his reports. They are everywhere around here! Start a database and start keeping records of suspect and confirmed reports. The more you put into it, the more you will get out of it.
MT Fed Files
Phil