Tandy do low-cost (well, relatively) scanners that cover the air band. The online avaiation shops also sell them, although tend to be more pricey (and probably more capable).
Can't really comment on the legality. You've got to believe if you've got an RT licence that there can't be an issue, but you can never tell. Somewhere at the back of my memory is something about you mustn't disclose anything you hear on the radio to other parties.