My two cents: md recorders are what one can afford and they give excellent results. Sharp seem to be the best, as they were especially "designed" for recording purposes. Usually the rec level buttons are on the device (easy access), where as Sony recorders usually "hide" them in that you have to go through the menu to be able to set them. And that's very difficult in a gig situation, when you have no light, and the display isn't lit either. Another advantage of many Sharp recorders is that some have two input "holes", a mic line in and a general line in. As far as I've understood it that gives you the plus, that if the mic line in is too sensitive and you can't adjust the rec levels satisfyingly, you can always use the general line in, which takes 20dbs away from the start, so you have less risks of distorted recordings. Plus: Sony devices usually don't allow you to adjust rec levels while recording, which can be a problem if you're in an "Amsterdam Heineken Hall" situation, where you might have set your levels fine and then it turns out that the sound level of the gig is so loud it blows your mic away.
For the rest: Sony recorders give you very good results too, if you know how to handle them.
The most important thing to consider is, as other people here have pointed out clearly: a good mic! I think unidirectional ones are the best, caused you can protect them better from picking up fan shouting around you and direct them better towards the front where the desired sound comes from. One can find some for reasonable prices (less than € 100), but make sure it's a stereo (obviously) and one that isn't too sensitive. The worst that can happen is having set the rec levels right, having a good recorder and everything, but your mic just isn't able to cope with the sound level of a rock concert. I think the best mics are to be found on the internet and not in shops.
If nobody else (more expert) helps you choose and you don't find anything browsing the internet pm me and I'll tell you my latest conclusions.
One last thing: get practice: go to as many gigs as you can before the serious Sisters situation and play around with your recorder. One needs more time than one might think to get accustomed to handeling it all, being able to set everything in the most unobstrusive way etc. You're doomed if anybody notices what you're doing. One of the nastier reactions of people is to shout in your mic, making it completely impossible to get a decent recording let alone to set the levels etc.
Life is hard...
Good luck!
