Hey random user,
I used a sony audio recorder ( I think it was the Sony ICD-PX333 but I can't say for sure, about 50 bucks ).
For the mic, you are going to want a clip mic. The one it came with was way too big. After some searching, I finally found a very small one at Fry's Electronics.
What I did with it (it was too hot for a jacket that day) was wear a 3 button golf shirt with an under shirt. 3 button was untucked and the undershirt was tucked in. The recorder was in my front pants pocket, the wire went behind my back and over my shoulder (more discreet that way). Then you can either A.) clip it to your undershirt around your neck or B.) on the inside part of the golf shirt where the 3 buttons are. Make sure to go out in the bright sun and make sure you can't see the wire & mic under your shirt.
The trick is to only hit record right before you approach and also to stop recording afterwards. Having search through hours worth of audio for your stuff is a pain. Besides, like Ryan pointed out in the post he linked to, when you hit record it is great motivation to approach.
Finally, know the laws in your areas when it comes to recording people.
M
