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.
Bmax: There is no universal definition about the exact point above which an inductor is called saturated. Many modern ferrites saturate around 300 mT. Useful values tend to vary between the points when the inductor has lost 10 % to 33 % of its original inductance. Here's a practical test useful for finding a reasonable \$I_\rm{max}\$ for a given inductor: You apply a square voltage across the inductor and monitor the current while doing so. You will observe a current waveform that starts from zero in a linear way as soon as the voltage is applied. You can calculate the inductance using \$L = U * \frac{dt}{dI}\$. You will observe an increased rate of rise once you get to the point of saturation. \$I_\rm{max}\$ is reached when the rate of rise just starts to get bigger.
Maximum useful frequency and other parameters: Most interesting parameters (including frequency) have to do with core losses. It's quite hard to find out about them without being able to compare an unknown core to a known sample. When I was designing transformers for switching power supplies, we would test different cores and just see how hot they behaved at different currents, with or without being driven into saturation, at different temperatures and at different frequencies. It was a lot of experimentation and trial and error, and we made samples with different numbers of windings, different air gaps and various ways of layer construction.
Best Answer
USB 3.0 runs the extra lanes at 5Gbps, which equates to a clock of 2.5GHz. So you will probably need at least 3GHz bandwidth, at an absolute minimum. Quite pricey! To see anything clearly, you'll want even more bandwidth as the signals have multiple harmonics - you would need at least the 3rd at 7.5GHz and preferably the 5th harmonic at 12.5GHz to see anything even remotely square.
But the thing that people forget is, a scope is only as good as the probes that it connects to. So not only do you need a scope with enough bandwidth, but also a probe which has the bandwidth too. The signals are also differential, so a differential probe is likely to be required.
At high frequencies like USB 3.0 runs at, electrical signals in wires are basically EM waves trapped in a waveguide (the cable). These signals are incredibly sensitive to impedance mismatches, so sticking any old probe with a long cable on it is just going to distort the signals.
You would need a probe which has very low capacitance and connected to the signals with as short of a run of extra cable as possible. Keeping the cable short essentially calls for an active differential probe. Expect such a probe to be in the region of $7k+ just on its own!