I wanted a high-speed photodiode to look at the light emitted from a spark gap and I settled on the BPX65 device. It's pretty fast (12ns risetime with a 5V bias voltage and 50Ω load), cheap and available. Here's the circuit I used:
Power is from a 9V PP3 battery. D1 protects against incorrect battery polarity, C1 smooths the supply, and R1 is the load resistance. For those who don't know - reverse-bias operation of a photodiode gives fastest response. Normally, no current can flow (it's reverse-biased, after all). When light falls on the photodiode, this generates a small photocurrent which can flow around the external circuit. This passes through the load resistor, generating a voltage which can be measured. Larger load resistances give a higher sensitivity, but increase the response time (determined mainly by the capacitance of the junction itself).
I built it ratsnest-style in a plastic box. The photodiode is mounted in a plastic tubular bushing so things like optical fibers can be attached. The load resistor is external so can be varied. Output is via a BNC connector.
Here's a plot showing the light output from a 2.5nF capacitor discharged through a 5mm spark gap. Response time is pretty good!
This provides a much safer way of measuring pulse duration than direct current or voltage measurements since it keeps the oscilloscope completely isolated from the circuit under measurement. My digital scope, at least, is very sensitive to any interference from fast discharges.