Well, you're not going to be making RF measurements up to 30 GHz without spending a bunch of money, so either path is big bucks.
Typically, Spectrum analyzers are used to do frequency domain measurements. You'll get a display of power vs frequency on the display. The controls in the SA are setup for relevant things, Center frequency, bandwidth, resolution bandwith, signal powers in dBm/dBc etc.
Digital oscilloscopes don't directly have sampling rates to directly sample a 30 Ghz signal, so they'll undersample and assume that the signal repeats. probably a safe assumption, although with no front end filters built into them, you've got dynamic range issues, as well as aliasing concerns that aren't present in a Spectrum Analyzer. You won't directly get spectral plots out of a Digital oscilloscope, you'll need to do an FFT on that. Now, that opens up a can of worms. FFT bin width/windowing function selection, etc. All stuff that can be worked through, but another question to deal with.
You won't get eye diagrams out of a spectrum analyzer, it's a useless measurement @ RF. That's a demodulated signal measurement.
Ultimately, if you want time domain data, then use an oscilloscope. If you want Spectral information, use a spectrum analyzer.
Basically, you take an RF generator and couple it to the 12v line via a capacitor. The output impedance of the power supply is very high at RF (let's say, 10 MHz and above), so the RF will ride on the supply voltage just fine. The resulting RF level will be dependent on parasitics and physical layout though, so be warned.
Best Answer
For some perspective, consider that optical signals are still too high frequency for the instantaneous electric field to be sampled and measured, but there are still lots of different kinds of measurements we can do on an optical signal.
With a power sensor (a photodiode or even an LDR) we can measure the power of the signal.
With a prism or diffraction grating we can build a spectrometer and get a rough idea of the signal's spectrum and/or pulsewidth.
With an interferometer we can mix the optical signal with a delayed version of itself and measure the coherence time (bandwidth) of the signal with perhaps gigahertz resolution.
With a tunable local oscillator (laser), we can even down-mix the signal and measure its spectrum with an RF spectrum analyzer, getting 100's of kHz resolution.
All of these measurements have analogs in the microwave regime and were or could be used by microwave engineers prior to the advent of multi-gigahertz oscilloscopes.