The low pass filters needed to avoid aliasing are proving to be a significant pain.  I've found switched capacitor filters which will work to 400-600 KHz, but not higher.  That leaves the problem of building high order filters w/ limited test equipment.  One needs 6 dB per bit of filter rolloff at Nyquist.  For a 12 bit ADC w/  Fc at 1/2 Nyquist that's a 72 dB/octave (aka 12 pole) filter.   Component tolerances make such things difficult to build.  One option is to aacept less dynamci range. My Rigol is 8 bit so it only needs a 48 dB/octave low pass filter to prevent aliasing.

On a happier note, I realized that a 20 MHz spectrum analyzer can be implemented using a comparator and some processing.  By collecting sign bit data from the comparator at 80 MS/s and then doing an autocorrelation and an FFT one gets an amplitude spectrum w/ the dynamic range and frequency resolution governed by how long you collect data.