I found that the best solution for me was to use something that I already had always with me... My cell phone.
So I bought an application for my blackberry that starts recording as soon as it started and when I stop the recording, it sends the voice file by email for later processing, closing the application in the end. For the application to start I even assigned the convenience key of the phone.
My main motivation was to capture when I was driving. Now I'm able to colect without watching to the phone. One touch in the convenience key, start speaking, one touch on the screen, and the thought is collected.
For the blackberry I use this http://appworld.blackberry.com/webst...08903/?lang=en.
Test one that works in your phone.