Any Radio Shack has scanners (often they are labeled as "NASCAR scanners" at Radio Shack and are often referred to generally as "police scanners"). The big brand in scanners is Bearcat, although Radio Shack has its own in-house line, both Bearcat and Radio Shack scanners are actually made by Uniden. OnTrackOnLine has a section on scanners:
http://on-track-on-line.com/scanner-radio.shtml. You can buy them online, too. You don't need anything special for listening onboard, the antenna it comes with will do fine for that. If you are going to railfan and chase trains, you would probably want a tuned antenna for the 160 MHz band so it will pull things from greater distances.
Trackside detectors detect mechanical problems with the train. There are hotbox detectors, dragging equipment detectors and shifted load detectors and they are every few miles to every 10-20 miles, depending on the nature railroad. For example, there are usually more detectors on a twisty mountain railroad. They broadcast on the "road channel" for the given stretch of railroad. They typically broadcast when a train starts by them, and then broadcast the results. The broadcast will be something like this:
"U.P. Detector. Milepost three seven eight point six. Detector working....U.P. Detector. Milepost three seven eight point six. Train speed seven nine. Temperature four four. Axle count five two. No defects. No defects. Detector out." The crews acknowledge this, sometimes by saying "Highball detector" sometimes just clicking twice on the send key.
If there is something wrong, it will say "STOP YOUR TRAIN! STOP YOUR TRAIN! and the axle number of where the problem is. Some detectors are set to broadcast on defects only, but there are a lot of them that broadcast regardless.
Not all railroads have the detectors set to broadcast train speed and/or temperature.
Not saying that you should detrain at Niagara Falls, NY, just that if you are going to get off and cross the border by other means, Niagara Falls, NY is a more sensible option than the longer taxi ride from Buffalo. There could be some advantages to crossing on foot or by taxi, getting through customs is may be faster. I defer to a more frequent rider and more local rider of the Maple Leaf for their recommendation, though. Myself, I'd just stay on the train.