Among the methods used to study the vortex state in superconductors, scanning tunneling spectroscopy (STS), is unique in its ability to measure in real space the variations in the local quasiparticle density of states. Thus, as opposed to magnetic imaging, STS gives direct access to the coherence length rather than to the penetration length. Here we discuss two novel methods which enhance the capabilities of STS as a tool for the study of the vortex state. In the first one, called Lazy Fisherman [A. Kohen et al., Appl. Phys. Lett. 86 (2005) 212503], the scanning tunneling microscope's tip is kept fixed at a selected location while the vortices are being moved by varying the applied magnetic field. By continuously acquiring the local tunneling conductance spectra, dI/dV(V), we detect the changes in the local density of states under the tip due to the vortex motion. With no need for scanning, the method permits one to extend the study of vortices to samples in which scanning is difficult or even impossible due to surface non-uniformity and allows one to detect faster vortex dynamics. To illustrate the approach we study single crystal samples of MgB2. In the second STS method, we replace the commonly used normal metal STM tip by a superconducting (SC) tip which we produce either by mechanically breaking a Nb wire under vacuum in the STM chamber [A. Kohen et al., Physica C 49 (2005) 18] or by gluing a piece of a crystal of MgB2 [F. Giubileo et al., Phys. Rev. Lett. 87 (2001) 177008]. The use of a SC tip enhances the energy resolution of STS in comparison to that obtained with a normal metal tip. The method is illustrated by using Nb and MgB2 tips to perform a simultaneous topographic and spectroscopic imaging on 2H–NbSe2.