it is fun. My job means I can buy them and write them off, so I have a very good collection
Trunking: Many police departments are tired of civilians listening in to their radio calls, so they've started moving to trunking radio systems. Simple explanation is that it's a frequency hopping system. It constantly switches frequencies according to a specific algorithm. A regular scanner can't listen in on these conversations because it can't shift frequencies along with them. That's why you need a trunk tracking scanner to do it. It doesn't end there though. There are a couple of different trunking systems out there in use. Some trunktrackers can only work with one of the systems.
Myself I like the Uniden Bearcat 785D scanner with the APCO25 digital chip. It can track just about anything you'd ever want to track, and is designed as either a base or a mobile unit. I have one in the scanner rack in my news car. It's quite expensive though.
A much cheaper scanner that works very well with most police radio systems (because most police departments still haven't moved to trunking systems 'cause they're very expensive) is the Uniden Beartracker BCT-10. It's a very small mobile unit that tracks only police frequencies. It will also give an alert if it detects police radio transmissions in the area - theoretically this will give you warning about that speedtrap down the road, but that part I haven't really seen work too well - after all it's not like the cops are gossiping on the radio, so unless the guy at the speed trap has something to say, he won't transmit and the scanner won't pick him up.
Check your state mobile scanner laws also - many states require you to have a base-level HAM license to have a mobile scanner. (the test is very easy)