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In this paper, a detailed description of equipment is given, specially designed to characterize the response of non-spherical colloids to external fields. To characterize slow structural changes on a large length scale we developed an image correlation method, fast dynamics on the colloidal-particle level is probed by means of a vertically mounted, small angle dynamic light scattering setup, while the orientational order (induced by the external field) is measured with a birefringence setup with off-normal incidence. The performance of this in situ set of instruments is illustrated by experiments on concentrated dispersions of very long and thin, charged colloidal rods (fd-virus particles) in external electric fields. Here, the frequency of the field is sufficiently low to polarize electrical double layers, leading to additional inter-colloidal interactions which are found to give rise to phase/state transitions and dynamical states (K. Kang and J. K. G. Dhont, Soft Matter 6, 273, 2010).