I bought myself a Rigol DS1053E oscilloscope a couple of months ago. Very happy with it, I use it regularly. Sometimes just as an "advanced multimeter". I also have an Open Workbench Logic Sniffer. I bought it because I am playing with several I2C sensors and IC's. It's a very handy tool to debug code.
That logic analyzer screen shot that Nick posted looks pretty great. I don't have an LA, just a scope (Rigol DS1102E).
The scope is great for doing things that scopes do best... I.e., a multimeter with a time scale. I use it extensively on analog projects, although being a digital scope, the resolution at the screen is not the greatest. But I can quickly see when my op-amp circuit is throwing DC on the output. It's also great for testing PSUs. I can see how much ripple I'm getting through a filtered rectifier, and how much the load affects the output.
If you're doing digital i/f, the LA will tell you what's wrong with the data, and the scope will tell you when there are abnormalities in the signalling. Both extremely useful, IMO.
I must agree with Nick, devices like those are brilliant. I use a Digilent Analog Discovery, I got it for £100 posted here in the UK - 2 scope channels, 16 digital channels, 2 waveform generators fully software controllable, +&-5V power supply and multiple ground connections.
Brilliant little device
http://www.digilentinc.com/Products/Detail.cfm?NavPath=2,842,1018&Prod=ANALOG-DISCOVERY