I have a Beltronics Radar/Laser Detector. My boyfriend got it for me for Christmas last year. This detector runs about $160 but he was working at Circuit City at the time so he got a nice discount.
There are 4 different types of detections. It's X, K, Ka, and Laser. X usually is automated doors at grocery stores or traffic light sensors. Most police tend not to use that anymore. My detector has the option to turn off X band. I still keep mine on just in case. K is 50% a cop and 50% automated doors. Ka and Laser are almost always a police officer. BTW, if you see Laser on your radar detector (I've seen in twice in the year I've had it), it's not worth slowing down because the cop has already got you. Lasers are designed for precision. That's how I got my ticket over the summer.
When you first get a radar detector, drive around parts of the city you frequently travel to. See what your detector picks up. I always know that there's a traffic light on one of the roads I travel on to get to work that uses X-band to sense cars. I know that the street right by UCF has K-band from all the restaurants. This way, I will know which is a cop and which one is just a traffic light sensor, automated door, etc.
This is especially helpful for X and K-bands where you're not quite sure if it's a cop or something else. I was driving to my boyfriend's one day and I all the sudden has X-bands come on strong. My radar had never sensed X-bands before on the street I use to go to his place. I drove a little further and saw the police officer hiding down a side street.
Although I have a radar detector, I never go more than 10mph above the speed limit. I've learned my lesson.
Laser guns and Stalker guns (it's not a constant stream of radar, cops will point it at each car to capture how many miles an hour they're going) have made it harder for radar detectors to detect whether or not there's a cop up ahead.
When you decide on a detector, make sure to get one that senses radar streams from BEHIND your car. A friend of mine does not have a radar detector that does this and there's been so many times he's gotten a ticket because he didn't realize there was a cop only a few feet in back of him.
Also, radar detectors will not protect you from the planes that police will use to measure you're speed. Ever see a white line on the highway followed by another white line a few feet ahead? Those are used by police in planes to measure how long it took you to get to one line from the other (and thus calculating your speed). There's no radar used so you can't detect it. You just have to be lucky enough to look up and see one of their planes flying close to the ground.
Moral of story, radar detectors are great but they're not foolproof. Don't rely completely on them. There's so many times that I'll be on the highway and some jerk will pass me going about 30+ miles above the speed limit. I can see the radar detector in his windshield. The guy thinks he's untouchable. About 5 minutes later, I'll pass by him when he's on the side of the road pulled over by a police officer with a laser or stalker gun. The radar detector might be great for 95% of the time but, for that other 5%, make sure not to speed too much.
ETA: Make sure you find out what the laws in your city or state are with radar detectors. Some will not allow them. I've heard that Georgia does not allow detectors but I'm not sure...