Maybe when I have the cash to buy one, I will. But my question is more related to how to use one once I've got it. I assume I'll need some kind of antenna to receive the EMI. Are there general rules for self-testing? (Before sending it off for proper FCC/CE/etc. validation.)
Hopefully someone can provide a better answer as I only do a quick test before going to a proper EMI testing facility for a first pass.
What i do is use a scope / spectrum analyzer capable of accuracy up to the frequencies i'm concerned about, make a small coil of low gauge wire, and attach it to the end of a probe. I hover this probe over various sections of the circuit that I had preemptive concerns about (and the rest of it) to look for "hot spots" and use some judgement regarding how hot they are vs past situation with similar circuits.
To ultimately "do it right" you need a spectrum analyzer, an antenna, and a "dead room" or testing box.
Depending on your continuing use of the equipment, the best answer may be to not buy the SA (unless you need it for something else too) and rather rent some time in a EMI testing facility, an hour or two with a EMC engineer will give you a very close to definitive answer as to whether or not you'll pass. Unlimited hours without the proper facility will at best give you a "decent idea" of your chances.
There are two types of input EMI tests that are done: conducted and radiated.
For conducted EMI, you need special hardware known as a LISN, or line impedance stabilization network which essentially standardizes the line impedance going to the unit under test and provides a connection point to the analyzer.
For radiated EMI, you need a shielded room of sufficient size to hold the unit under test and an antenna sensitive to the frequencies you are testing at.
There are analyzers out there that are pre-programmed with all of the EMI settings you need.
You can take a coaxial cable, bare some of the center conductor and make a loop connection to the shield, hook it up to a scope and use it to sniff for noise - prefab probes also exist on the market.