Police scanners can get expensive. Especially since today most police stations are moving over to digital (trunked) communications. I had bought a Yaesu VX8DR so i wouldnt have to worry about missing a frequency. Well it turns out it doesnt do trunking comms so i was fucked... Well, not so much.
A free alternative, although time delayed is using an android app called "Scanner Radio". Most locations in America have a entry for their county or city or whatever for dispatch.
I love having it in my ear while a case a place or do car recon. It's pretty simple, if you hear about a report for a suspicious vehicle in your area, move to another location.
I use the app whenever there is trunked comms for the area my target is in. There is however a delay, and that delay is dependent on what location you are in. I know in Chicago its about a 60 second delay between what happens on the radio and what comes through the app. You have to remember that the audio has to be received by the equipment, transmitted to the servers, relay over the cell network to your phone. That can take a bit.
The best solution is a realtime radio. The second best is the app. It's better than nothing.