Radio Shack does have good scanners and is a good place to buy one. But, before you go in, call your local police/fire department and ask for specifics on what you will need to listen in. They will tell you as it's public information. Each department uses different frequencies and settings so you will want to know what they are before you go into buy one. Plus, I would rather get it straight from the police rather than a guy working at Radio Shack (not to say he/she might not know.)
If the police are in the middle of a pursuit or a serious engagement, they work on a tactical channel which you will not be able to pick up. But, you will be able to listen into the dispatch, which can give you a heads up to events happening early.
Oh, this brings me back to my days as cub newspaper photographer. I used to sleep with the scanner on in my bedroom.