I'm interested in measuring the spectral amplitudes / frequency content of RF frequencies up to 30 GHz. This can be done using a digital sampling oscilloscope (I'll call it a SO) with FFT or a digital spectrum analyzer (SA) [or a fantastic digital storage 'scope, noted below]. As I understand it, a SO samples the signals directly with known sample jitter, then recreates the signal using regression. A SA, on the other hand, first downconverts the high-frequency signal with a mixer, then samples. It would seem that a SA should deliver greater frequency resolution given comparable ADC sampling rates to the sampling oscilloscope.
What are the limits of functionality of each type? How is one better than the other at spectral analysis? (They both rely on the FFT, right?) What makes either expensive?
Unrelated POIs: 32 GHz Agilent, 120 GS/s Lecroy, 100 GS/s Tek, Gameboy SA.
edit: There seems to be some confusion between digital storage 'scopes (DSOs) and digital sampling oscilloscopes (what I called SOs) -- they are not the same, although they both sample digitally. I've also updated the question.