I bought a Zoom H2 on March 1st and have recorded in local folk clubs and at home. It is excellent, and very easy to use. The quality of sound is amazing, and it's a genuine go anywhere recorder. The Zoom H4 is so called because it is a 4 track recorder, but it preceeded the H2 and from reviews it would appear the H2 is a much better buy, and benefits from later technology. The H2 has 4 mics; two front and two rear, and can record 360 deg which is ideal for recording a band.

Read the reviews in the links in previous posts. The Edirol R09 is obviously another very good quality product. Although you can't expect the same quality you might get from a 8 or 16 track home recording studio (although for convenience and quick takes I use my H2 rather than my Roland digital 8 track) you'll be very impressed with the sound quality.

Good luck.