Most scanners do use a BNC connector, but the IC-R2 (little portable unit about the size of a pack of cigarettes) uses a connector called SMA. You can get an SMA-BNC adaptor at most amateur radio stores or websites or from ICOM, and then connect most aerials which typically are BNC.
Here's a link to a drawing of SMA connector
http://www.commlinx.com.au/SMA_connector.htm