There are tons of scanners around. If you cannot find an aviation hobby store, try finding a marine hobby shop - they also use scanners. That's where I got mine.
If you live in the U.K., here's a site which has a lot of them for sale.
I've found cheaper ones too. Try going to the web sites of the manufacturers, like Uniden.
Each airport uses a number of different frequencies. Here are all those used in Geneva:
- Tower : 118.700 / 119.900
- Delivery : 121.900
- Taxi : 121.750
- Departure: 121.300
- Arrival : 131.325
- Final : 120.300
- Terminal : 119.525
- Radar : 134.020 / 125.550 .......
128.900 (Radar Sector East)
Depending what I am trying to capture, I usually try to listen to the Tower, Arrival, and Taxi frequencies. Tower gives departure and landing clearances, Arrival is when the planes are still 5 to 15 minutes out (gives you advance warning if a plane you are looking for is coming and you are not in position), and Taxi is good for the same but for departing aircraft. Delivery is the frequency they use for start-up clearance, so that can be useful when you are sitting at home waiting for a certain plane to leave (granted - better live close to the airport!)
So having a scanner that can scan 2 or 3 channels cleanly (without clipping) is pretty important. I had a bearcat which was very good at this, at least until I broke it.
Secondly, beware of scanners where they put cheap speakers. You won't understand a thing unless you use an earpiece. A nice, good speaker can't cost them more than a couple of bucks, but they insist on putting in these cheesy 50 cent speakers. While the tiny pocket scanners are nice and portable, you'll have to use an earpiece, but if you don't mind carrying something bigger, test the speaker, and keep in mind that you won't be in a quiet shop, but outdoors with jets running around.
Hope that helps,
The only thing you should feel when shooting a terrorist: Recoil.