Since you are just considering a digital handheld scanner, there are really only two choices between current models, the Uniden BCD396XT and the Radio Shack Pro-106/GRE PSR-500. So, that makes things somewhat easier.
The Radio Shack is made by GRE. The Pro-106 and GRE PSR-500 are the same scanner, but with a different case design.
I own a BCD396XT but have studied the 106/500, so I will try and give you some general information.
Need for programming software: You can program these scanners manually, but realistically you will want to get software. These are complex radios with complex data requirements. Uniden is supposed to include software with the XT but it is not available as of yet and I do not know if it ever will be. However, there is a product called FreeScan that works great and is free (donations accepted). I don't think there is any free software for the 106/500. The two most popular programs appear to be WIN500 and ARC500. I think both require a $35 registration after a free evaluation period.
Easy of Programming: The XT has dynamic memory architecture and the 106/500 uses Objects. Basically this means they do not use the old conventional fixed bank model. Things are more flexible which is good, but it requires more abstract thinking on the part of the owner. This can make it difficult for some to understand how to program the radio. It seems the complaints are about equal for both models so I assume easy of programming is close to a wash. I do think that once you grasp the concept of the Uniden model, it makes a lot of sense. I also think that using programming software gives you a better overview of the design and thus makes the programming easier.
Cables: The XT comes with a serial cable for programming. Most new laptops (and some/many desktops) no longer have a serial port. If this is an issue, Uniden sells a USB cable for about $30 or you can get a serial/USB adaptor for about $6. (I use the adaptor with no problems.) The Radio Shack does not come with a programming cable. You can by the Radio Shack cable (made by GRE) for about $35. The GRE comes with a USB programming cable.
Charger: Both the Uniden and GRE come with a wall charger. A charger for the Radio Shack is about $23.
Cost: Because of the differences in what comes with the different models, you must do some adjustments to compare cost. The Uniden is about $495 from established vendors and includes the radio, software (FreeScan for now), charger, programming cable, SMA/BNC adaptor, antenna, and NiMH batteries. The GRE is about $450, plus software for $35, batteries $6, and a SMA/BNC adaptor $10. The Radio Shack retails at $499 but is on sale this week for $399. Add a wall charger $23, programming cable $35, software $35, batteries $6, SMA/BNC adaptor $10, and possibly sales tax. The Uniden has the highest inital cost, but when you add everything up they are all basically in the same ball park.
Reception: Generally speaking, GRE scanners are considered to have somewhat better senitivity whereas the Unidens are considered to have better selectivity. If this is true for the digitals, then you may have intermod problems with the GRE if you are in a metro area with a lot of RF. I am in an area with a lot of RF and intermod has not been a significant problem with my XT. I did own some older GRE radios and intermod was a show stopper, so I had to switch to a Uniden. If you live in a rual area, then the potential additional sensitivity of a GRE made radio could be helpful. If you are planning to just use a rubber duck type antenna, then intermod may not be a problem and a more senitive radio may be a better choice.
Digital Decoding: Sorry to say, the quality of the digital audio of my XT has been disappointing. It is no where near the quality of the analog transmissions (which is very good). There are posts from others that share this opinion, but there are also some posts saying the digital audio is great. Additionally, there are posts from some saying the GRE radios do a somewhat better job decoding digital. I have not compared, so I can not say, but I am considering a GRE if I come across a good deal. It is fun to compare the different radios.
Build: The XT has a smaller form factor and seems well built. The 106/500 is larger and has more of a plastic feel. The XT uses an SMA antenna connection vs a BNC for the GRE made machines.
Functionallity: Since I do not own a 196/500 I am unable to do a fair comparison, but I think it would be fair to say each has it's quirks. I am not aware of any show stoppers for either make.
GRE vs Radio Shack: GRE makes both radios but for some unknown marketing reason, the Radio Shack will not accept GRE firmware updates. They must be Radio Shack updates (developed by GRE for Radio Shack). For that reason, I would buy a GRE over a Radio Shack. I think the odds are better to get ongoing firmware upgrades from GRE. The GRE also costs somewhat less when you add in the options mentioned above and factor in sales tax.
Customer Support: From reading many posts, it appears GRE comes in first, then Uniden, then Radio Shack. UPMan, the product manager for Uniden, is an active member of this site and is very helpful on the questions he chooses to answer. I have not noticed any Radio Shack and GRE reps providing support on this site. Having the direct feedback from Uniden is a big plus.
Documentation: I think only the Radio Shack comes with a printed manual. The Uniden, and I think the GRE, just have a CD. The documentation for the Uniden has room for improvement! I do not know about the quality of the doc for the other two.
I hope this gives you some basic information that will be helpful in you decision. Other than the less than spectacular digital audio, I am happy with my XT. The major decision point for me when I originally bought a BCD396T was the concern over intermod. This was before the 106/500 were available. I upgraded to the BCD396XT recently with the hope there would be a noticable improvement in digital audio. I now need to find out if the GRE digital is any better, and if so, how much. My expectation is that it is somewhat better, but not night and day. Keep in mind that the quality of digital audio is most likely a bigger concern if you are primarily listening to digital simulcast systems.
I would suggest that you read some of the posts for your state and see what issues folks are reporting for your area.
Both the Uniden and GRE made radios are amazing pieces of technology. It is hard to say that one model is better than another. I think it comes down to which best fits your particular application.