A lot depends on what kind of listening you want to do.
One common alternative is a 500 KHz-30MHz receiver that will let you listen to hams, shortwave broadcast, and AM radio. A step up from that expands the frequency range to well above 1000 MHz, including the FM band. Check offering from Kenwood, Yeasu, Icom and AOR for a start.
There is not near as much to hear on VHF police and fire frequencies, since most of them have gone to trunked systems. For that, you need a trunked scanner.
Analog FM probably won't be around for too much longer in this country. The same technology that transformed TV will eventually be applied there.
A lot of the activity on the ham bands is still SSB, but there is growing use of PSK31 and JT65. If you want to listen to those, you can download free software and just run an audio line from your radio to your computer. Both are teleprinter modes. With JT65 you can print solidly with stations that are too weak to detect by ear.
For portable use, I have a Yacht Boy 400. It does a very respectable job.
An outdoor antenna is very helpful if you want to hear the world.
