The #1 thing to ask yourself is, what frequency signal you wish to measure?
For example, lets say you wanted to measure the PWM from your mcu to a servo.
The shortest PWM width I've seen for servos is about 0.5ms long. Thats 1000/0.5ms = 2kHz.
But a single sample won't tell you the PWM width - you need to take many samples across that width. The rule of thumb is 10 samples (for accuracy within +/- 10%). So you'd need 20kHz for that (or 200kHz for accuracy of +/- 1%).
Use that example to help you calculate the sampling rate that you need.
The price of an oscope goes up with desired sampling rate, and USB oscopes tend to have very low sampling rates. I personally never needed more than ~5MHz (to measure UART), but then again, I've never needed to measure anything really hard-core . . .