Bill, I only use base/mobile radios. For the 800 mHz signals I use Yagi antennas. There are tons of sites that will come up if you do a search for VHF or UHF Yagi antennas. One such is here:
http://www.rfwiz.com/
For everything else, I'm satisfied (for now) with just the radio whip but am looking to put an omnidirectional discone up in a tree. There is a lot of debate and as many opinions as there are scannerists about the best omni antenna - discones, scantenna, etc. A few examples of places to purchase omni antennas - and beams - are here:
http://www.antennawarehouse.com/
http://www.grove-ent.com/
http://www.universal-radio.com/
I think one of the most important considerations is to get a good piece of coax once you've decided on the antenna. Don't skimp at this step. It can make a world of difference. My favorite place for getting coax made with the connectors I need is at The RF Connection in Gaithersburg and I just have them ship to my door. They are here:
http://users.erols.com/rfc/index1.htm
I guess the first thing to do is to decide what you want to listen to and then try to determine how much antenna gain you'll need to hear those signals. For most people that listen only to their local police/fire freqs, nothing more than what comes with the radio is necessary. And then there are people like me that spend more time trying to hear distant signals than I do the local things. I'd like to have an antenna field like this guy:
http://hometown.aol.com/scanaddict/
Or a radio room and antenna selection like this one:
http://www.milaircomms.com/shack.html
Note that this guy also uses a batch of Stridsberg multicouplers.
http://stridsberg.com/
I have one of them and they are excellent for distributing a signal to several radios without loss or crosstalk.
Alan