For what it's worth, I think your satisfaction with the BCD436HP or PSR-800 (or any scanner, for that matter) will depend a lot on your listening environment when it comes to their rf performance (sensitivity, selectivity, simulcast distortion, etc.) and your personal preferences when it comes to what I'll call their ergonomics (size, weight, keyboard [or no keyboard], display, etc.).
I own and operate both radios (have 'em running side-by-side as I write this), plus many others, in a rural, mountainous environment where sensitivity is a much more important factor than selectivity, strong-signal overload, or simulcast distortion. In this environment, the PSR-800 and its GRE-made brethren (PSR-500 and PRO-106) perform much more effectively than the BCD436HP with analog and digital signals.
In an urban environment filled with strong signals and simulcast issues, the 436 seems to behave better than the GRE radios. Having said that, I remain very disappointed in the 436's apparent lack of sensitivity on VHF-hi signals, especially when compared to its Uniden brothers (BCD396T and BCD396XT). There's been some discussion elsewhere in the Uniden forum here about whether or not internally generated noise in the VHF-hi range in the 436 is interfering with its ability to demodulate "real" signals there, especially with a rubber-duck antenna directly connected to the body.
Regarding "ergonomics," I really like the full keyboard on the 436 and the extra information in the LCD display (unless you're trying to read it while driving--not a good idea).
Hope this helps.
-Johnnie