Ok, so, first of all, I think you should provide us with a list of things that you'd like to actually measure, because from what I've read, you're kinda over-estimating the capabilities of an SMU.
Most of my ambitions when it comes to what sort of circuits I want to use and design relates to circuits well outside my knowledge range, take a SMU for example, although I do know what constitutes a signal chain for collecting samples ending up as voltage or current values on a processor of some sort I really do not know anything about how I would actually use a SMU to analyse a DC-DC converters characteristics for example
If that actually means you want to use an SMU to measure a DC-DC converter, that's kind of overkill. I mean, you could, but an SMU is mostly used for finer things, like testing diode curves, measuring transistor characteristics, basically if there's a small current to be sunk/sourced, that's where you're using it.
Like other folks said, an SMU is mostly a DC device. If you want something that operates at kHz or MHz ranges, a 4 quadrant supply is what you want. What that is is a fancy term for a power amplifier. Something that goes up to about 10 MHz is
this. From what I've read, it is a 100W amp, liner to about 10 MHz
Now, For some resources on SMUs, you could look at the Keithley 236/237 SMU.
Schematics are available on the net and it's quite a capable unit.
Try to have a look aver these, maybe they'll help you figure out what you really want to do.