The new GRE PSR-500 handheld is one heck of a radio. The digital audio is reported to be better than the Uniden models. I have the PSR-600, the mobile/base version of the 500. Combined with the Starrsoft programing software, the 500/600 is a great radio.
This radio has an important feature of being able to boost the audio on individual selected channels. Narrow band signals, now used mostly by the federal government, can be boosted up in audio strength so they are almost equal to the strength of the wide band signals being used by state and local agencies. As the deadline for narrow banding by state and local agencies of 2013 draws nearer, the ability to boost the typically low volume of narrow band audio is an important one. Without it the volume has to be turned up to hear the narrow band signals, which in turn blasts you out of your chair when a wide band signal is received.
This and the ability to update the CPU and DSP (digital signal processor) using an Internet connection makes this radio a wise choice given the upcoming changes in Land Mobile Radio in the next 5 years. I believe the latest Uniden's have this ability also.
Another feature of the PSR 500/600 is an LED that can be programmed to display any one of 7 different colors for each channel. The colors can be picked from a default set of colors or be created by the user. The LED can also be programmed to flash in a user definable fashion when a channel receives a signal. I thought this was one of those fluffy bells and whistles type feature, but I have found it quite useful in detecting what frequency is being heard, especially while mobile and not always being able to look at the display long enough to see what channel is being received. I have mine set up with green for natural resource agencies, blue for law enforcement, light blue for EMS, red for fire (with red flash for fire dispatch), orange for state highway depts, yellow for local public works, and white for county and city local government administration.
One of the disadvantages to buying a lower cost radio right now, is the inability of the radio to be used for digital receiving, being used more frequently by many agencies. Second, the in ability of the lower cost models to be changed or deal with the changes in radio technology that are coming in the next few years.
As for the differences in Uniden, GRE, and Radio Shack scanners, except for the features I pointed out above, it is really a preference, somewhat like the Coke and Pepsi situation.