If you’re looking for a way to get into recording the horn, Dr. James Boldin has a nice article on his current recording setup on his website.
According to his post, he was looking for something a bit more advanced and flexible than a handheld Minidisc or digital recorder (like my Zoom H4n), but not something that is professional-level in quality (or cost).
For about $300, it looks like James was able to put together a pretty nice setup. You can check out the specifics on his blog.
Dr. Boldin is the Associate Professor of Horn at the University of Louisiana Monroe.