Since no one else has said anything, I'll take a stab at this. I've always found the Radio Shack scanners to be a surprisingly good value. You can get them for under $100, they cover most of the popular frequency bands, and they have always had good performance, in my experience. Furthermore, there are Radio Shacks everywhere, so you don't have to go hunting around at online stores quite as much (or at all).
The type of "frequencies" you can receive really depends most on location and antenna, with the actual radio coming in behind those, I would say.
I notice you say that you are tired of gnd/twr/app -- what other frequencies are you interested in hearing? Outside of those three you listed, all that is pretty much left is Chicago center! (well, perhaps ramp control and clearance delivery, but I would expect you have to live quite close to the airport to hear those from the ground)