Sorry for the delay in putting in my $0.02, but I was out of town when you posted this initially.
After living in Amarillo for almost 1.5 years I can agree that most of what you want to listen to (public safety wise) is on VHF/UHF conventional. The local main security service uses the Omega LTR system. As pointed out, DPS is on P25 conventional but they also appear on both Potter Co. and Randall Co. channels in analog a lot. If you want to hear Xcel Energy, you are going to have to spring for a digital since they converted to a P25 TRS in the fall of 2007 and since it is the high plains Xcel stays pretty busy in the snow months. What you might find yourself in need of is more than one scanner. Trying to scan Amarillo PD/FD/EMS channels and the two counties on one scanner will guarantee you miss things. I normally had three going at all times.