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What would you like to do with it? I mean, you can listen to everything from police, FD, fast food intercoms, airports, if you can name it, you can probably listen to it. You may want to program in "SkyWarn" because summer (and storms) are coming.
There are a few software packages that can download data from the database - they're linked in the software article at the bottom. Win500 has an advantage in that one of our late members wrote a nice tutorial (and stored it on the Utah scanning group wiki) about how to use the web service for programming. That tutorial is also linked in the software article
Now RS kinda pulled a fast one - the GRE radios included the USB cable, the RS radios don't. So if you're going to use a PC to program, you need to purchase one. The FAQ mentions the 2 that are known to work (there may well be more, no one has added anything to suggest it yet), and this article discusses some of the ins/outs of getting the drivers properly installed.
Now as to hearing more - if you can put something up outdoors, that's far and away best - but with a caveat. As mentioned in the FAQ these radios have a pretty hot front end, so it may not take too much to overload them. You'll need to be a bit more specific in this area - can you put something up outside, or are you limited to indoors? With the right antenna and coax you will 'hear more'.