OK, so I did more testing on the Rigol. Hooked up only one connection from signal generator to the scope to avoid ground interaction. First three images were done with the same signal level as previously (200mv rms):
(1) Rigol switchable probe set for x10 (this image compares as the same with the previously posted image for the same condition - reference check)
(2) Tek probe (x10 fixed)
(3) "Junkbox" switchable probe set for x10
Following five images were done at 20mv rms to allow for x1 attenuation:
(4) Direct cable from the signal generator to the Rigol input
(5) Signal through Rigol probe set for x1
(6) signal through "junkbox" probe set for x1
(7) signal through Rigol probe set for x1 shown on Tek scope
(

Direct cable from the signal generator on Tek scope
My impressions from images (1) - (3) (x10 measurements):
Rigol probe is inferior to even the junkbox probe. Both are inferior to Tek.
From images (4) - (6) (x1 measurements on the Rigol scope):
The Rigol scope itself can produce a very good trace with the direct input (signal generator at 600 ohm output setting). So ADC's must be OK?
Things deteriorate fast with the Rigol probe set for x1. Lots of noise.
Even the Junkbox probe is better at x1 but still not great noise pickup.
From images (7) - (

(x1 measurement on the Tek scope):
For comparison to the Tek scope, with the Rigol probe set for x1, compare (7) with (5) above. Did not have a x1 Tek probe to compare with, unfortunately, but
definitely a deteriorated signal compared to straight wire which looks absolutely beautiful on the Tek (

and about the same on the Rigol (4), too!
So it seems Rigol probes are definitely inferior. But I'm surprised at the noise picked up by the probes in the x1 setting. Could be my LED lights. I know my lab also suffers from power line hum pickup. Just the limitations of my space.
(1) Switchable Rigol probe on x10:

(2) Tek probe x10 fixed:

(3) Switchable junkbox probe on x10:

(4) Direct cable to scope - x1:

(5) Switchable Rigol probe on x1:

(6) Switchable junkbox probe on x1:

(7) Tek scope with switchable Rigol probe on x1:

(

Tek scope with direct cable input x1:
