You really need to figure out what types of communications you want to hear. For instance, the highly rated AOR's and Yupi's are pretty useless to me since all the interesting PS comms in my area are on digital trunked systems. Conversely, they are killer if you want to tune into military air comms (as an example).
I'm pretty happy with my Uniden BC250D digital scanner. Tracks trunk systems well and has good software support for the PC making managing the zillion channels easier. Sensitivity isn't so hot, though. The Radio Shack equivalent is the PRO-96, I believe, and it's received good reviews as well.
If I didn't need the digital trunking I'd probably be using a GRE (Radio Shack) since I like the way they program/operate. For just a few channels of monitoring (e.g. Mayberry PD) I'd probably just use my ham handi-talkie (Yaesu VX-5) as it receives a broad range of frequencies.
There's a lot of other issues you need to consider too, like what you've got to spend, how many systems you want to monitor, etc. Again, you could spend a lot of money on an ICOM R-10 (and I've had one and liked it - even wrote software for it) and find out that it's got a VERY slow scan speed and an awkward bank system that makes it suboptimal for monitoring a complex urban comms landscape.
BUT, if you live in an RF nightmare (like near a paging tower) the superior, triple conversion IF of an ICOM or AOR could make the difference between having a listenable radio and a noisy paper weight. Same thing if you're a LONG way from the signal source. The higher end specialist scanners tend to be shorter on digital bells and whistles (like digital voice, trunking) and long good RF engineering. You may need one or the other, or prefer one or the other.
Then there's the "cool" factor. For example one new scanner coming out has a built in frequency counter that can fast-tune the receiver to automatically pick up any nearby transmissions. Pretty handy if you don't have a clue as to what to monitor...but useless if the radios are digital (this model is analog only).
There's no "best" scanner, you'll probably wind up with a couple if you get into it, or just one optimized for your interests if you don't.
Check out:
http://www.strongsignals.net/access/content/pickrecv.html
for a starter.
Cheers,
Bob