rlogiacco, That is only 2 analog channels, I also want to capture more than 2 digital signals (SPI bus). And the software doesn't run in linux.
polymorph, You are right of course, but I'm looking for a "budget" scope :
. It doesn't have to capture everything that is going on. I was thinking about 10 to 20 times the maximum frequency. You prefer 20 times at least, so that will be 500kS analog and 80kS digital. I thought that it shouldn't be so hard for a 100 dollar scope, but now it seems that my specs are for a 200 dollar scope 
I was hoping that someone made a shield for the Arduino Due (or Raspberry Pi, or Teensy). A shield with an ADC with parallel outputs, some memory and logic. I can almost draw the schematic.