These don't do anything on their own. You need to couple them with a spectrum analyser - another $1k+.

I've used these for hunting down problems with EMC on a PCB. They're quite useful, but it's hard to get a good picture of whether the device will actually fail or not based on the results. Generally if you put one of these near a switching power supply it'll go crazy, but that doesn't necessarily mean that the device will fail EMC testing. You really need a far field antenna with some sort of calibrated source to really know how you're doing.