Well, you've been here long enough to realise that most people who ask this question don't like the answers they get, and end up saying, "that's too expensive! Can't I just use TV wire?" :lol:
What are you listening to, and how far away is it. If you are in an urban or suburban area, and only listening to public safety in the same county, it really doesn't matter. But if you have some serious distance requirements, I'd spend money on a taller mast and a professional antenna before I spent any extra money on thicker cable than RG-58, which is the cheapest you will find.
RG-59 is an impedance mismatch for scanning (75ohms vs. 50ohms), which isn't a huge deal for simple scanning, but still to be avoided unless you're just getting it for free.
If you're going for serious distance, as well as running your cable more than 100 feet, then I would go with LMR400 at the very least, but yeah... it's pricey.