This paper supplies a roadmap on how a researcher can effectively perform real vehicular experiments oriented to high-speed driving research. It provides detailed guidelines for constructing versatile low-cost instrumentation suitable to be fitted on race cars. The custom-built equipment, consisting of wheel-speed sensors, steering angle-torque sensors, electronic boards, etc., is thoroughly described. Furthermore, this paper depicts the required processing from raw measurements to user-friendly data suitable for driver behavior studies. As an illustration, a case study on driving behavior analysis is presented, during the execution of high-speed circular maneuvers. The recorded data showed markedly different driving behaviors between expert and novice drivers. The mechanical designs and the open-source-based software are freely available online.