Suggestion:
get yourself an RF sealed room - this doesn't have to be expensive, a garden shed will do. Line it thoroughly with kitchen 'Al' foil. Connect mains to it through a good RF block filter and make sure the foil and filter grounds are well bonded (think short wires to minimize inductance) and also connected to a good 'Earth' ground. Check it by taking a portable radio and a mobile phone inside. If either work well, you need more screening!
That gives you a 'clean' room for very little cost.
Then for EMC monitoring, get a reasonably good HF/VHF receiver, a second hand one will work as good as a new one. Look for a receiver from Icom, Yaesu or one of the more respected manufacturers that covers say 100KHz to 50MHz, there are many on the market.
The signal strength meters on these receivers is calibrated in 'S' points and 'dB above S9', the manual will tell you what S9 absolute level is or you can work it out with a signal generator and attenuator.
Connect a short co-axial cable and a wire probe to the antenna socket and use it as your 'sniffer' for EMC signals.
This is my 'test corner of the room' :
Which can measure from about 1KHz up to 960MHz reasonably accurately. Ironically, the biggest source of interference is the PSU! The room is lined with Celotex/Kingspan/Kooltherm thermal insulation which is metal lined on both sides, it makes a very effective RF shield too.
Remember that if you are picking up a suspicious signal that might be coming from your PSU, you can always switch it off to see if the signal is yours or not.
Brian.