First bit of advice is not to get a cheap one - there are a number on the market for around twenty quid. Unfortunately, these simply expand the FM band upto 136 Mhz. Whilst this covers the correct part of the VHF spectrum, airband transmissions are in AM and your tranny will not be sensitive enough to distinguish between frequencies. I had one once that could listen to Prestwick tower (118.15) and approach (120.55) simply by tuning in to a frequency half way between them.
I've now got a proper AM hand held scanner which does the trick quite nicely (Maycom is the make). I think they range from about £60 upwards.