Audio is too restrictive because of the limited bandwidth. It precludes the ability to compare technologies in the 100kHz+ range and sub ~20Hz. It also introduces variation due to different soundcard characteristics such as THD, equalization, DAC jitter etc.
A 2-channel DDS arbitrary waveform generator allows for better control, consistency and wider bandwidth (DC to many MHz). In my case, I have a FeelTech FY2300 that goes to 20MHz. It's basically the same as the 6600 but with a lower max. frequency and a different physical form.
The simplest test is to set up a sine wave on both channels at the same frequency somewhere in the 10s of Hz region with a 90deg phase difference between them. Then introduce a small frequency difference (say 1Hz). In XY mode, an ellipse should appear to "rotate" at 1Hz. Increase the frequency difference and compare the scopes. At some point, the DSO will show its weakness due to the buffered acquisition. Increase the frequency of both channels to the next decade and repeat the frequency difference observations. Repeat this for each decade. You could also have one channel at 3 times the frequency of the other to generate a Lissajous figure and then add small frequency differences to cause rotation.
Now choose an arbitrary waveform for one channel and keep the other as a sinusoid. Do a similar investigation of decade and frequency difference. At lower frequencies, the CRO will prevail but at higher decades the DSO will start to show detail that is too fast for the human eye to pick out on the CRO. This is because the weakness of the DSO at lower frequencies becomes a benefit at higher ones.
In my case, I have a '74 Tektronix CRO and a 2017 Rigol DS1104Z.
In essence, you need to compare both technologies at the frequency range that is important to you. For me, it's a no brainer to use both and pick the most suitable one for your application.
Playing around with different combinations of arbitrary waveforms on each channel as a function of decade and frequency difference is a revealing exercise.
I am curious to learn how the more expensive DSOs fair across the frequency range.