To the OP - is this for DIY or professional use? Will you be using it on current or near current vehicles, or older? There considerations should influence your search.
The uScope mentioned earlier could work well for you as an intro tool - the main disadvantage I see to it is that its single-channel and there may be times you need to look at two signals in relation to each other. Also, I don't know if it has a database with test locations, connector pinouts, etc, like the older pro tools like the SnapOn handhelds (Vantage, Vantage Pro, Modis, etc).
I have a Vantage (MT2400) and a Modis - the Vantage works great on my older vehicles, except I've never gotten that comfortable with the ignition module (not enough practice). I got all my accessories for it from AESWave.com.
I don't know if its still available, but when I first started looking into GMMs/handheld-scopes there was a Waveform Guide Book put out by Interro - another manufacturer of these diagnostic tools. It was an excellent learning tool - had great examples of good/bad automotive signals. Interro got bought up, and I'm sure that book isn't available new, but it would be good if you can find a copy.