The two antennas (for handheld purposes) that have always had the most consistent reviews and recommendations around here (since I've been a member, at least) are what were just mentioned: the Diamond RHC77A (BNC connector) and the Radio Shack 800 MHz model. The Diamond RHC77A is by design an antenna tuned to work best
for transmitting at 146 and 435 MHz (the center of the 2M and 440 MHz bands basically) - that doesn't mean it won't work fantastic as a
receiving antenna on those bands, and slightly outside of them as well including pretty good/great performance on the 800 MHz bands (I think the RS800 is tuned to 855 MHz or something close to it). The RS800 is not by definition meant for transmitting but it probably could be used for such purposes (maybe someone should do an SWR check on it sometime, not sure I've ever seen such results for the RS800 but it wouldn't hurt to have that info sometime).
There is a company named Remtronix nowadays (not sure about their history) and they're selling what is basically a clone of the RS800 for about the same price, around $27-30, and many people that have purchased it say it works exactly the same as the RS800 has for decades now (think the RS800 first appeared in the late 1980s/very early 1990s). It's a fantastic antenna and I've got one that I've had since about 1995 iirc. I purchased my Diamond RHC77A in 2004 and still have it, no complaints about it in any situations at all.
While I hate using the term "best" in almost any situation, oddly enough, the best antenna in any given situation is one tuned to the frequency you want to monitor as pointed out by n5ims above and that would mean (in practical terms of handheld scanners) a telescopic whip which is adjustable. Diamond makes several models of telescopic whips as noted here:
RH SERIES/DIAMOND ANTENNA CORPORATION
and they all offer a neat feature of having marks engraved in the whip elements so it's easy to adjust them to a given frequency (from about 70 MHz to 1 GHz) and definitely something to have in your antenna toolkit, so to speak. You don't necessarily have to get an actual Diamond antenna as there are some pretty well made clones going around these days but my preference is always get "the real deal" so there's no issues.
It all depends on what you intend to monitor, what frequency or frequencies or bands you'd like to monitor. As the BC-125AT is an analog only scanner you're going to be limited to what you can make use of during reception - technically it can tune in frequencies from 25 to 512 MHz so, there's really no reason to purchase an antenna designed for 800 MHz use like the RS800 or the Remtronix clone.
If I were to make a suggestion for the "best" antenna for that scanner to cover practically it's entire operating reception range, get the Diamond RHC77A or a clone of it, or a telescopic whip you can adjust as required. The RHC77A is like 15" long, flexible, and worth every penny and I don't think I've ever seen anyone really complain about it directly - I've seen complaints comparing it with other tuned antennas from different bands/frequencies, but for what it is it's pretty awesome.