As Xani said, it's easy to save the data onto a memory stick and import into the PC, although I have not actually tried sucking the raw data into another package yet.
The problem with using a DSO in this way is that it's only 8 bit resolution. If that is adequate for your needs then go for it, otherwise you'll need a proper data logger with better resolution.
The Rigol does not have built in serial protocol triggering, but you can still use it for serial debugging of course because of it's big memory.
Dave.