I know Ross is fond of the Zoom H2.
I bought an Alesis Palm Trak recorder last Friday (just in time to record my first ever session of CoC), but I returned it because of it's overall "cheap" feeling (all plastic, mushy buttons, just didn't "feel" like a quality product), however, it made excellent recordings. Nevertheless, I ended up going big and buying the Olympus LS-10 PCM Digital Recorder based on several excellent user reviews.
Kind of pricey (paid nearly three hundred bills for the damn thing), but the build quality is nothing short of amazing. This thing is a tank! All aluminum construction, two stereo microphones and 2 GB of built in memory. I've got high hopes for this baby! Gonna record my next CoC session!