It's best if you look in the RadioReference database first. That way, you get an understanding of what is available to listen to in that area. For example, if you travel to Jacksonville (Duval County), Florida, then you will want to program a few conventional frequencies (e.g., rescue helicopters) and the trunked radio systems (e.g., First Coast Motorola and P25 systems).
In WIN500, I went to the import page for USA > Florida > Duval County. There are fifteen (15) trunked systems in the list. I live here and only listen to 3 or 4, at most. The "Statewide" system, for example, is encrypted 100% and useless to program into any scanner. Some of this knowledge about other states or provinces may be found in the applicable Regional forums. In the Florida forum, we get frequent requests for "what's good to listen to when I come to see Mickey Mouse (Disney @ Orlando, FL)." Reading through the older posts can highlight upcoming or recent changes in frequencies, talkgroups, or listening modes.
With that homework done, you can run WIN500 and import the conventional frequencies and/or trunked systems that you want.