A lot of demos on YouTube use direct line-in audio recording from the instruments, which you can do with a Zoom Q1 recorder for example (filming video while the sound comes from stereo line-in, possibly with additional comments by microphone). You will never achieve this headphone-like sound quality with any monitor. Concerning the BX5, I only know more expensive monitors as alternatives, e.g. the Genelec 6010 or 8030, which I liked a lot. The Bose Sounddock 10 is also very good for this purpose (it just has a limited stereo field).