There are dead spots in your range where most scanners can't or won't go. Looking at the specs of any scanner will tell you quickly if its RX range includes what you need.
As to sensitivity, that's more a question of your antenna system than the radio. A bad radio with a great antenna will usually receive at least adequately, even if it's a pain in the ass to set up; a great radio with a bad antenna will usually receive poorly no matter how smart the radio is.
We're also not sure what your price point is.
Radio Shack sells good <$250 scanners. Be careful that you're looking at a real scanner and not a NASCAR POS scanner. Read the reviews online, but if it's under $130, or the antenna isn't at least as long as the radio's body, it's probably a POS.
If it doesn't have a numeric keypad somewhere, it's almost certainly a POS, and it'll be hard to program and hard to tune. Better scanners will also support alphanumeric tags and numerous banks and such.
Of course, you can always get aftermarket antennas, including some decent ones that Radio Shack has on its shelves, but those NASCAR scanners are pretty definitively POS's no matter what antenna you use.
Mobile and base scanners usually won't have attached antennas, you go out and get one separately and mount it and cable it up.
For the record, many VHF/UHF amateur radios will have good RX range. The VX-7R I'm about to sell has excellent RX capability, from AM radio up to the 900's, I believe, with some spots naturally blocked out or unfeasible. The 2xAA battery case works fine in it for RX, though it's inadequate for TX.