Radio scanning is mostly the harmless ability to listen in to almost ANY radio communications. Several radios sold on the market give you the facility to listen to emergency services, commercial services (couriers etc.), public services other than CB Radio (Amateur Radio, short range comms.) and more.
Most communication systems employ standard FM usage, without encryption or scrambling, so it's easy to listen to the police for instance. You can also 'listen' to Television. Short wave listening (SWL) is the same procedure basically, but SWL is the monitoring of broadcasts below 30MHz.
What about privacy?
As some would consider most un-fortunate, is the ability to monitor Cellular phone conversations & Cordless phone conversations. These analogue type transmissions are very simple to monitor, and is an invasion of privacy. Modern digital cellular phone systems prevent this from being possible easily. The same goes for monitoring police, however, these systems are becoming more digitized as well and will soon also be harder to monitor.
Scanner Coverage
Some scanners cover sections of the radio spectrum, while others cover from the HF band all the way through to the SHF part of the spectrum. Some provide you with 10 memory channels all the way up to 1000 memory channels. Some scanners have coverage slots such as:
66 - 88MHz
108 - 136.975MHz
137-174MHz
380 - 512MHz
66 - 88MHz
108 - 174MHz
406 - 512MHz
806 - 56MHz
Scanner Equipment
In Australia scanners vary from $100 upwards. The more memory channels and band coverage you want, the more it costs. Scanners come in the same form as radio communication equipment such as hand held, base station and auto-mobile equipment. You can get a variety of aerials for scanners cheaply, and even some that can be tuned into amateur bands so they can be used to transmit as well.