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I wouldn't buy the real cheap ones. They still work, but they pick up everything and go off all the time falsly. All of them will false, but the mid to high end ones are a little better. Uniden is a good brand.
Radio shack would probably be your best bet...unless your wanting to order one...then you can go to.. www.crutchfield.com ...im sure they have a few good ones
i got a little cheap whistler or something like that from walmart.. saved me a bunch of times. Its goes off falsly sometimes, but only when i am around some stores with door sensors. Other wise i have no problem with my little cheap one. As long as it gets the job done its fine with me.