Depends on what you plan on looking at?
Digital stuff usually you would want a logic analyzer.
For a scope 20 MHZ, 2 channel, digital storage, probes rated for whatever voltages you plan on looking at, as a starting point.
Logic analyzer at least 8 channel.
There are several kits on the net if you are really into DIY
The Nyquist equation says that you need to sample at twice the frequency you want to measure.
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In the DMX512 spec
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"A maximum-sized packet, which has 512 channels (slots following the start code), takes approximately 23 ms to send, corresponding to a maximum refresh rate of about 44 Hz. For higher refresh rates, packets having fewer than 512 channels can be sent." Just about any scope would work for this low frequency.
about any scope would work or DMX.
If i were getting a scope i would look to 20-30mhz sampling rate. Better quality scopes have higher sampling rates. A better scope allows you to look at the leading edge of a signal to see if it is distorted.
As an aside , i use the Nyquist equation to set the sampling rates for the automatic performance metrics that i create against database stats, os stats and network stats.