I assume you mean a CD for giving to venues, not pitching original songs to artists. You can get plenty of quality just doing it the easiest way. The easiest being recording into a Nomad Jukebox or something like that. Actually, it might even be best because it would be exactly like you sound when you play live because you ARE playing live. Gary's link is easy enough, as well and will produce good results.

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Me Bill
Yamaha PSR2000