In reply to Jamie Simpson - Alpine Dragons:
What do you want it for?
The main trick to getting good recordings is getting the mic close to the source. Where this isn't possible it gets tricky as your kit needs to be sensitive and contribute little self noise to the recordings. The prosumer segment has barely got going in sound compared to photo/video, so budget options are limited.
The Zoom ones seem to be the most popular, but the best handheld recorder from a sensitivity/ noise pov is the Sony PCM-M10, recently discontinued but plenty on ebay. A Rode dead kitten windjammer will fit it. You get issues with handling noise if you actually handhold it, so a tiny tripod is a good idea. I mainly use mine with a pair of plug-in clippy EM172 omni mics from micbooster.com, with Bumblebee windjammers. The capsules are the same as in the recorder but it is much more usable separating them from the recorder, and improves the stereo image.
Recorders like these use mini-jacks and plug-in-power for external mics. Pro mics require 48V 'Phantom' power and XLR sockets. Cheapest option for a suitable recorder would be Tascam DR-70d, mics available at any budget. If you can spend a bit more the Sound Devices MixPre-3 is portable and very high quality. I'm still experimenting with mics for mine but depends what you're doing.