Oh wow...something I'm an expert on.
Law enforcement transmits on a variety of frequences, but the usually center in either the low VHF band, or the mid UHF bands (primarily around 400 or 800 Mhz).
It typically depends on the department's budget. CHP for instance, is a low budget VHF, non-trunked operation. They transmit and receive on the same freq depending on the area. Finding them is usually pretty easy. Just scan around 30Mhz. Same deal for small town operations. Awhile ago, there was a big scandel on how the CHP couldn't afford radar guns, so these guys have not entered the 21st century yet.
Metropolitan areas or large counties have mostly moved to UHF, and in most cases have added trunking (frequency hoping). You *CAN* still listen to these guys, but you need a trunking capable scanner and a list of freqs (usually around eight), that have to be entered IN ORDER for it to work. Go to your local Radio Shack and pick up a book called "Police Call", and it'll have all the freqs that will allow you to listen to trunked commo in your area. The book is invaluable.
Finally, you have BIG cities that have managed to cough up enough money to afford digital systems that are encrypted. There is no scanner on the civilian market that can hack these things, so don't bother. Los Angeles is one area where it's useless to try and pick up the cops. You'll just hear data-transfer noise. The LA Country Sheriff, on the other hand, is analog UHF trunked, so you can hear them fine with a regular trunking scanner.
As I said before, you can NOT hear digital commo. It would be like trying to decypher the data noise from your phoneline without a modem. The police radios are set up to encrypt and decrypt the signals as they go out and come in.
Also, there's a range of freqs between 200 and 400MHz that are locked out on most scanners. That's because that's military VHF and UHF. Don't worry about those, because the cops don't use anything there anyways (usless you want to listen to Military Police that is).
BTW, I used to manage an RS store, so if anybody has any questions on scanners, I'm the dude to ask. "^_^"
- John