Summarize:

Obtain a radio scanner that is capable of receiving frequencies between 118.0 and 136.975 MHz. Good brands to check out include Uniden, and Whistler.  You can also find general coverage receivers from Icom, Yaesu, Grundig, Kenwood and others that will pick up air frequencies.  You're better off selecting a good scanner instead of a general coverage unit, thanks to the scanner's ability to easily monitor multiple frequencies.  Realize that in radio electronics, you get what you pay for.  A scanner from one of the aforementioned brands will outperform a no-name brand that claims airline coverage.  Most scanners pick up the entirety of the aircraft band. You can also listen to air traffic control facilities from around the world at websites including liveatc.net, globalair.com, airnav.com and radioreference.com. 121.5 is the emergency frequency.  If there is some sort of emergency, pilots will transmit on it.  You could also hear an emergency locator beacon on this frequency if a plane crashes. 122.750 MHz is the frequency for general aviation air to air communications 123.025 MHz is the frequency for helicopters air to air communications 123.450 MHz is the "unofficial" frequency for air to air communications Search 122.0-123.65 for Unicom (uncontrolled airports) and air to air communications. Search 128.825-132.000 MHz for ARINC frequencies (airlines, corporate aviation and general aviation calling ahead for fuel, parking, and other requests).
Find live frequencies. Memorize some of the basic frequencies.