the two radar detectors most commonly refered to as the best are the escort passport 8500, and the valentine one.
first off, my friend has a V1, and it tells you what direction the radar signal is coming from, which is a pretty useful tool.. you know whether to slow down, book it, or get off the road and book it! he used to have an 8500, and says the V1 is 'better', but its not like he had them hooked up side by side and compared..
i personally have a passport 8500, and have been using it for about 6-7 years, and it has saved me countless times. i've been rough with it, and its still working good to this day, occasionally it overheats in the sun or with the defrost on, and has to recalibrate itself.. i have swapped it between many vehicles, and i always grab it when i go out in a friends car (they are too cheap to buy one).
if you cant afford one of the best, dont bother getting one at all, because the cheapos will constantly be going off falsely and will drive you nuts.. i know 2 kids that had $40 whistler brand ones from wal*mart, they are useless.
but as i always tell my friends, its a radar detector, not a cop detector (friends will ask why it isnt going off when a cop drives by). smart cops do not drive around with their radar on, they either use instant-on or manually flip it on when they suspect someone is speeding. so you still have to be smart about where you speed, and learn to spot the possible hiding places. MA state cops NEVER have it on while driving around, i'd say 1/3 of the town cops in my area do, and they also have it on constantly while trying to catch speeders (our small town guns must not have an instant-on feature, or they dont know it exists)..
but they are especially useful on the highway, and i have gotten readings from at least a mile away before. K and especially KA bands will reflect off other cars like crazy and you can pick up the signal and slow down for a few miles.. x band has ALWAYS been automatic doors, or ambulances, or other random things, i have never once had X band be police radar.. (in the following states at least: NY, MA, ME, VT, NH, CT, NJ).. the better detectors you can choose to turn off X band, or it has a mode select between City and Highway, so you can turn X off for the city or whatever you want..
all in all i would say they are a good investment if you're gonna speed anyways, but you need to be smart about it still as i said. i don't let my girlfriend use it because as soon as i plug it in she feels invincible (she says it herself), and will speed like crazy. 2 new years ago we were in my friends car, and he got busted bad, with the radar detector. the cop sat up the road in a driveway, and flicked it on when he saw us, the radar detector exploded, but it was way too late. so as i said, you still need to be smart WHERE you speed.
in closing, speeding is bad don't do it. *cough*