The SDR route is a good option if you are using it at home only but it isn't very practical for portable. Yes, it can be done, but you certainly aren't going to just grab it as you head out the door, turn it on as you get in the car, and go. It requires a bit more setup than some desire. A very good option but might be beyond what the OP wants to do. I see this as more for a diehard scanning hobbyist who is looking for new talkgroups or frequencies, etc., and not a basic scanning hobbyist who just wants to hear the action as easily as possible.
The SDS models from Uniden are the best you can get at this point. If the price is something you can afford then go that route. Could always get an SDR and set that up at home at some point, too. The video is a good look at the possibilities for sure.