There are several retailers which carry radio scanners. Most electronics stores will have these, for one, this is stores such as Radioshack, Best Buy, and even Target might have them. Otherwise there are online retailers such as Amazon.

You can buy radio scanners through retail outlets like Radio Shack, or online through companies like ScannerMaster (see attached link). Scanners aren't as useful as they used to be, however. Many public service agencies have gone to all-digital radio systems that can carry voice and data on the same channels, and can't be monitored with conventional scanners. Some public safety agencies stream their radio traffic online, where you can monitor it via the web. Use a search engine to find out of the agency you want to monitor has this service.

Police scanners are radios that monitor the police channels on the police radio. You can hear the officers being dispatched to calls and hear them talking back and forth. Be aware, however, that since 9/11 most big-city police radio channels are now encrypted and cannot be monitored.

There are 3 types of scanners currently being sold on the market. These scanners are photo scanners, paper fed scanners, and hand held scanners.

Those are "millimeter waves" ... radio waves in the general neighborhood of 300 GHz.