Ed,
You'd probably find different preferences according to what individuals have in their workshops but here's how I approach it.
For quite a bit of general RF work the few pF of loading by a good x10 or x100 scope probe is not significant at HF. In situations where it is, I would tend to use a "light coupling" approach, such as a sniffer coil attached to my test instrument or receiver, knowing that absolute levels are rarely that significant, particularly in equipment of the vintage you mention. I do find that a decent x100 passive probe is well worth having and, while the sky's the limit in cost and performance, the Hantek 3100 I bought off eBay for USD20 does a good job. Just be sure to read the steady-state and pulse de-rating information (often contained partly in the form of a maximum ac voltage vs frequency plot) that accompanies the particular probe.
I would go ahead and package your active probe, then use it within the limits intended by the designer. For the occasional low-level tube RF circuits where it's likely to be useful there's a good chance the RF and dc limits will be acceptable (e.g. low drive/output crystal oscillator). It'll be somewhat more useful in solid stage environments but watch the ac levels you're dealing with. Frankly, I regard my active probe as a "special" bit of equipment: 99% of all my RF work is done with the x10 or x100 passive probes.
Regarding the output connection, I would use a thin, flexible 50 ohm coax with an SMA male on one end and a BNC male on the other; you could just buy a Chinese pre-made jumper off eBay, keeping the cable length as short as conveniently possible. I'd look for a supplier that could sell me an el-cheapo 50 ohm BNC termination for the scope input as well. When you're done, measure some known levels (e.g. from a signal generator) and make a note of the overall calibration factors.
73, Peter.