The site the OP linked is a good one. Unless you are in deep canyons you should not have any trouble hearing your local emergency and law enforcement calls because they are usually relayed through repeater towers. Car-to-car radio traffic is sometime on direct and their signals won't reach as far.
Some agencies have gone to trunked digital radio systems that are basically impossible to listen to, but most law enforcement, fire and EMS broadcast on frequencies almost all scanners will pick-up.
Despite internet rumor, it is NOT illegal to listen to a police scanner. In a very few states you need a permit or license. You can't use a police scanner to aid in any criminal activity, to listen to cellular or cordless phones, pick up encrypted or scrambles signals, or for personal gain. It's also illegal in most places to "relay any information you here on a scanner to another person", but I don't have the foggiest idea how that would hold up in court for 2 seconds. The media is allowed to report on scanner traffic and every person in the U.S. has the same basic right as the media guaranteed by the constitution.
http://www.police-scanner.info/scanning/police-scanner-laws.htm
You will probably need to program your scanner with several frequencies for each agency you are listening to. Large agencies can have several dispatch freqs, many tactical and other frequencies that are used in special situations or dedicated to a particular use. Program them all in for each local, county and state agency you have in your area. Don't forget your local hospital, airport, and municipal agencies.
Now that you have a bank of scanners frequencies programmed, write it down so you know what agency is on each channel. You will set your scanner to scan the channels at its fastest setting and it will stop when there is traffic on that channel. If one channel you don't like is monopolizing your scan then hit the lockout button.
You'll soon learn which are the busy freqs, dispatch channels usually, for your local area. Find yourself a list of the penal codes, 10-codes or whatever codes that agency uses so you know what they are talking about.
If you still can't receive anything then a trip to the local radio shack is in order. Ask who the staff scanner nut is and he or she will probably tell you more than you ever wanted to know about what's going on over the scanner in your town.