Why I bought a NOAA radio ...
Quite a few years ago, I was sitting reading the morning newspaper (I told you it was quite a few years ago). There was a story about a tornado that went through Siren, Wi. Ironically (given the name of the town), very few people had gotten an advanced warning of the tornado because a lightning strike had knocked out the town siren. No siren, no warning.
The middle of the article quoted several weather and emergency personnel, all of whom recommended having NOAA radios. (They did own them themselves.) The radios have (or should have) battery backups and will issue warnings even if the sirens, the electricity, the phone lines go dead.
In answer to part of the OP's question, I got mine at Radio Shack. I have no reason to recommend or disrecommend it. It was the only place in town that I could find one that could be programmed for the specific county (see my earlier message) and would sound an audible alarm in the middle of the night if necessary.
The radio hasn't been just something for patrons of the fearmonger shop. We use it all the time to get an instantious weather forecast.