Bear in mind that the probe is just as much a part of the measurement system as the scope, and it's essential to consider how it will affect the device being probed.
A passive probe is robust and versatile, but has inherently limited bandwidth, and its capacitance can place a significant loading on the circuit under test. A "500 MHz" probe may indeed have a reasonably flat response out to 500M when connected to a low impedance source, but it's not high impedance at 500M. The N2890A probe is rated 10M Ohms // 11pF, and that 11pF has a reactance at 500M of just 29 Ohms.
To the best of my knowledge there are no passive probes out there which are significantly better.
Active probes have much lower capacitance, so they give a much more accurate and representative reading at high frequencies. The N2795A is 1M Ohm // 1.0pF. I also have an older 1156A probe which is rated to 1.5 GHz and is 100k // 0.8pF. In both cases the frequency response is still going to depend much more on the source and how it reacts to having 1pF connected to it.
I use the passive probes on my MSO-X3104A 95% of the time. The other 5% I use an active probe, normally when I'm verifying timing and signal integrity on a digital interface.