Really depends on where you are listening from. From your callsign, I assume you are in South Carolina.
In some states, you'd have to have a digital scanner to receive the newest radio modes used by public safety agencies. In others, or in that same state, many agencies remain on good-old analog VHF or UHF. A scanner with crystals might work.
What excites you about scanning? For me, as a kid, it was "where's the fire engine going?" So, I started with public safety scanning and then, many years later, got into amateur radio. For others, listening above 30MHz is an extension of their hobby.
Research the database for your area (e.g., home, work, frequent travel spots) and the statewide systems. If they are digital, you'll need a digital scanner to listen to them. There is other stuff out there to listen to besides public safety. Many scanner listeners have dedicated scanners for aviation, both civilian and military.
I see from your signature link that you like DX. There are DX elements to VHF and UHF that are associated with weather fronts, etc. From Georgia, I have snagged a few California Highway Patrol dispatches (6 & 10 meters was hot that night, too) and they use low-band VHF around 39 MHz.
A fair price for an analog scanner (new) is $150. The Wiki has a list of popular models. Ask anyone here about their favorite scanner brand and you get the old ham-style "Yaesu vs. Icom" comparisons. If you go digital, it'll be $300-500, depending on the bells and whistles. Don't forget to budget (for some scanners - not all) $30-50 for programming software. You can program a new scanner by hand, but it'll get on your nerves quickly and delay your entry into listening.... Check the Classified Ad section for a good deal on a used scanner - if there's one for your needs.
Have fun with this part of the hobby. Oh, please update your profile to include your city and state - that way we can better help you in the future.
73,
