If the run for your coax is simple to do, and it wouldn't be a major undertaking to replace the coax later on, I would go ahead and try what you have. It may be just fine - again, depends greatly on the strength of the signals you are trying to receive.
If you're going to have to go to some significant trouble to get the coax run in the first place, or if you know the stuff you want to listen to is going to be weak (either due to terrain or distance) then go ahead and get the better stuff.
I'm partial to LMR-400, because it is 50 ohm coax, and your scanner and most antennas are going to be 50 ohm (nominally). Using the CATV coaxes (RG6 or RG11) means you will have an impedance mismatch, as they are 75 ohm. The mismatch isn't much, and in the whole scheme of things won't really affect things significantly, but I'm a bit of a purist in that way... (It also matters more to me since my scanner antennas are also able to be transmitted on, I'm an amateur radio operator.)
You mentioned Radio Shack, and I would strongly suggest you get your coax elsewhere whatever you buy. Most of the RS coax I've used in the past had very poor shielding, you could strip the outer jacket back and see the center dielectric through the braid. You want 100% shielding on the coax, to keep noise from further degrading the signal from the antenna.
Cheaper coax cables also may not be made quite to spec, so even though you have RG-8, if it's not properly made it may have more (sometimes significantly more) loss than "real" RG-8. That's why people are leery of the fact your cable doesn't have any identifying marks on it.
