Brett Pokorny, owner of Naughty Popcorn, makes use of the H2 Zoom, an audio recorder, interface and microphone. It delivers studio quality sound and can pick up a pin dropping on the other side of a carpeted room. It costs $160.
While the H2 Zoom is amazing, there is a plethora of cheaper audio devices on the market that can be used to record usable audio.
Once you have your audio recorder, make sure to get a wind screen if you are recording outside. Find out its range and record accordingly, keeping the microhone out of the picture.