So, I went ahead with Dave's suggestion.
I recommend a Bearcat BC72XLT:
http://www.scannermaster.com/Uniden_Bearcat_BC72XLT_Police_Scanner_p/01-500882.htm
Reasons:
1) It won't break the bank.
2) You only need a receiver, not a transceiver.
3) It has the Bearcat Close Call technology which lets you figure out what frequencies are in use when you are planespotting or near a transmitter.
4) The Sportys stuff is a bit overpriced, especially considering the fact that you can only listen to the aviation band and nothing else.
I did that for most of the reasons that Dave used to recommend it.
Welch88, I appreciate your suggestion but I did think that the Sporty's stuff was a bit over priced (though I looked at them first!).
Hey the Sporty's Air-Scan VII Portable Scanner (aka SP-125) is a very nice scanner for the handheld, it is $150. If you wanted to go desktop you could go with the Air- Scan V desktop it is only $100. The link provided below includes both the handheld and the desktop. It also has the SP-400, I personally would not recommend this for just scanning cause the SP-400 has navigation options and I do believe you can transmit from the SP-400.
LINK: http://www.sportys.com/PilotShop/category/833
Hope this helps!!
Another problem I had with the Sporty's one was that there was no connection for an another antenna. I didn't exactly like because I didn't know if I would like a longer range antenna later on.
So yesterday I took my scanner to the closest biggest airport to me (KROA). I had a lot of fun with it hearing the planes on Clearance Delivery, Ground, Tower, and Approach. One interesting thing was that shortly after I got there, this guy calls in on Clearance and says that they are doing a FAA check ride and would like a few different approaches into ROA if possible. That was knida interesting.
So, for those in the future to see this, I would sure go with Dave's suggestion (as shown above) if you want a cheep scanner. If you are looking for something with a little bit more range and other features, this might or might not float your boat. It works for me just fine for what I want.
Below, I have attached the current ATIS that I recorded from the scanner when I was there yesterday.
Thanks everyone for your suggestions!