It's not so much the recorder as the microphone. To get the best quality recordings you need a good quality mic. I'd suggest a directional shotgun type mic. Rode or Sennhieser are the ones I use for video work.
As far as a recorder goes. Zoom make good ones, as do Tascam. You'd probably need one with XLR inputs if you want to plug in an external mic. All the pocket recorders have build in mics, but they are not the best quality and not very directional. I have the Zoom H4n which is a nice recorder.
If you don't want to splash out on a recorder separate mic, the Zoom H1 is not bad..It doesn't have XLR inputs though.. you could try it with its own built in mics to see if that is good enough. They cost about £70 or £80. I'm sure you can pick them up second hand on Ebay.
What ever mic you use, the built in or separate, wind protection is vital if you want good recordings. Rode make windjammers for shotgun mics and for the recorders I believe.
Oh and don't forget some decent headphones so you can hear what you record..
cheers Gareth