We use hand helds in the Army Cadets in WA...they are great for chucking on your webbing, and using for radio comms practice. We have used all sorts of different ones, 5 / 3 / 1 watt, with them being not a lot different in thick bush (where we usually operate).
The other night we used our new 3 watt hand helds, range in bush was no better than about 500m to 1km - a lot less in rain, fog or high humidity. My boss is a fire control officer locally and has both UHF and VHF units in his ute. Both are very good quality units (no #### Smith ones) and are fitted professionally. He reckons the range is about a couple of ks for the UHF in bush, and the nearest town for the VHF (about 25-40 kms). In thick smoke (as he fights bush fire obviously), the range of both could be measured in under a few hundred metres.
Like the previous posters have said, it just depends on what radio it is, the power rating, and the environment it is used in. Like GPS's, spend more money on a good aerial - that is what matters. Mobile phones are a good example of this - the better ones in the bush have better aerials - the best ones being fitted to a car with a 9dB gain or better aerial.
Look at getting a unit with an aerial you can remove and replace with a better one - this will likely make more difference than anything else for the same power rating.
Woody_rod