I'm using a very old SONY ICD-MX20 with an external microphone. Many folks have had good luck with other brands. I am enough of a SONY fan that when I spotted an ICD-PX720 on the clearance table at Office Max for about $40 I bought it as a back up for when my ICD-MX20 eventually dies. I have not yet opened the package because my current DVR just keeps going.
For me the critical pieces of this are: I must be able to upload the voice files to my computer; I must be able to use an external microphone and I must be able to use rechargeable batteries. All of these have adequate storage space for a day's route of shops and I want to be able to copy those files to my computer before erasing the DVR to use it again. (My new-in-package one claims it will record 288 hours, but I need less than 8 hours of high quality recording.)
Some of the more modern DVRs hook directly into the USB port on your computer. Mine hooks to a cable into the USB port. Generally it is a whole lot easier and clearer to listen to playback on your computer with larger speakers than on the tiny speakers on a DVR. It is generally also a lot easier to jump around within a recording using the provided on line software.
My SONY uses a .msv format for files, but there is readily available (from SONY) free software to convert the files to MP3 or WAV or whatever format is desired when I am "officially" recording a shop. I do very few of those and only for companies I trust to have done their due diligence to make sure that appropriate permissions have been received by the client for there to be 2 party consent.