Teflon cables, size being equal, don't have a big loss difference. They do handle more power and are high temp resistant. Also flame proof for use in suspended ceilings and elevator shafts for instance. They are also usually double shielded.
For scanner recption, don't waste money on teflon (unless you've got a real deal on some) but get better quality like LMR400 or 9913 and good quality connectors.
RG8x works great at HF below 30 MHz, or if your feedline is short <30-40ft at VHF/UHF. At 800, it gets lossy and type N connectors for it are not readily available and PL259 types are not good at 800. Otherwise, 8x is easier to work with than the larger types.