I go on business or vacation travel. Decide how you will be using your own scanner before you buy it. At some point you will see advertisements for special antennae. Unless you live way, way out in the boonies don't worry about getting a fancy outdoor one or one that says it is super sensitive. In most cases the antenna that came with the receiver will be more than you need.
Federal laws govern the airwaves.
It is legal to passively listen to any radio transmission no matter who makes it. In other words, listening to the ambulance call is okay but chasing the ambulance is not. Tow truck drivers listening to find customers from accident locations are the people who most often run afoul of the law. Most police jurisdictions now call out different tow services in rotation to prevent abuse. Consult your local regulations before monitoring phone conversations, yadda, yadda, yadda , etc.