This depends on what you are trying to listen to and personal preferences... I have both, the Uniden BCD396/996XT as well as the GRE PSR-500/600 and they both have strengths and weaknesses.
For conventional, the Uniden beats the GRE hands down; especially for VHF/UHF frequencies. For trunking, I still prefer the Uniden because I can turn on/off specific sites on the fly and when properly programmed, it sounds really good; however, you need to spend some time adjusting settings to get it just right, but it's worth it...
On the other hand, the GRE, or in you're case, the Radio Shack, it has a roaming option, which works and doesn't work sometimes. What I mean is, in a large trunking system, not all talkgroups are carried from site to site so when you roam because of signal strength settings; you may end up not hearing what you actually want too...
The search options in the Uniden are far better (in my opinion) than the GRE/Radio Shack; you can customize everything; the GRE allows you to create your own, but you are still limited.
If you like to create amateur radio searches; the Uniden is best. If you're area is heavy with VHF/UHF activity, the Uniden is best; the GRE/Radio Shack is a little deaf on UHF but works really well on 800.
For the price, you can't beat the Radio Shack, but for flexibility, I think the Uniden is unmatched...
Hope this insight help you a bit. There both decent scanners.