If it's over 512 then you need a digital scanner which are much more expensive.
Amazon has a few digital handheld scanners
Here's the BC346XTC
http://tinyurl.com/hwv44nx
Here's the BCD325P2 which is better than the BC346XTC
http://tinyurl.com/jktecwh
The BCD436HP which I think is a little over the top price wise
http://tinyurl.com/jpvnhq2
You then have this mobile scanner which is much cheaper but CAN do 800
which is the Uniden BC355N. Now, again, this isn't handheld but it's going to be your CHEAPEST digital choice. I'm not sure how it can be hooked up outside of a car but it does reach those digital frequencies.
http://tinyurl.com/je4pvrn
Now, I just got myself a free BC125AT which is the Analog scanner which can only go up to 512 but they're cheaper.
http://tinyurl.com/hlnqvl4
Your cheapest option for a scanner is the BC75XLT
http://tinyurl.com/hm2a92h
Those are your Uniden choices. If you go with a Uniden, you're going to want to also purchase the better antenna that will give you much better reception.
http://tinyurl.com/jcapgch
You then have the Whistler scanners which are up there in price too.
You have the Whistler WS1040
http://tinyurl.com/h8aywkn
And the Whistler WS1080
http://tinyurl.com/hxpymkq
Now as for the Baofengs, I was originally going to order the UV-5R
http://tinyurl.com/jrnkndz
However, these aren't scanners. They're HAM radios. However, a lot of people buy them because they do have some scanning tendencies. It can scan but much slower but it's mostly a HAM radio which you cannot legally transmit on without your license. I myself still want the UV-5R but not going to get it right this instant.
Don't be pushed away from the analog scanners as there are still TONS and TON of things to listen to. Not all police are digital and there are still plenty of analog things to listen to when it comes to some form of law enforcement. For example, my local area is digital but there are still other things that have to do with police that are analog.
If you go with one of the Baofeng models, you're going to want to order 2 extra things along with it.
The better antenna which is the Authentic Nagoya antenna
http://tinyurl.com/hv55alm
The USB Programming cable
http://tinyurl.com/jydfctm
It took me a week to order my scanner as I looked into all of these choices. However, my current money situation kept be in the analog section. Don't be rushed into a decision.
I hope the links help as those are all the ones you want to be looking at IMO.