Depending on where you are in NJ you may not be able to get a lock on a control channel on the Philly system. It really wasn't intended for rx far outside the intended coverage area and 800mhz doesn't propagate as far as VHF/UHF
I'm a regular listener to the Philly Phase 1 System. All the advice here is good. A little tip that some people will disagree with but... Set it up on two different favorite list. Just use zone 1 site for fire and city services on one favorite list and use site Zone 2 for police. I just listen to the police and it scans much faster.
A filter adjustment applied directly to the sites will make a difference. I find that it's a different filter for site Zone 1 and another filter for site zone 2.
I have Philly set up like trentbob does, police only on one list and it works real well. I'm about a mile outside west Philly and am able to hear most districts.