My analog Hameg scope that I had for a few years had a component tester. IMHO: meh. There's not really much that you can test with it. Yeah, you can test pn-junctions like transistors or diodes, but a multimeter will do that better, since it also tells you the voltage drop and it's more handy for repair than a scope. As for testing caps ... maybe, if it's a very large capacitance (remember, the test frequency is only 50Hz), otherwise you just see a line.
So, I used it like maybe once every two years ... and then it didn't really help.
Now, the 99 cent ESR test adapter, that's a really useful thing to use with your scope:http://archive.is/301HS