I use a Zoom H4n, but just about any cheap pocket recorder will work if it records at standard cd quality.

While using a keyboard’s built in audio recorder is a good option for small one off jobs, one of the problems they have is in recording an entire nights worth of music. At least on Roland’s, every time you finish a song the recorder interrupts your performance to ask you if you want to save the file, and give it a name. Obviously, that’s not good when you are out performing!

And, at least on the Roland arrangers, how full or fragmented your memory stick is can lead to dropouts in the recording process, and also it cannot playback an MP3 backing track and record one at the same time. Other brands may do this better, but for the sake of conveniently recording a whole nights worth of music, and to avoid the drop outs, I simply use an external recorder and that way my performance isn’t interrupted all the time. I just turn it on at the start of the gig and completely forget about it until the last note.

To a certain extent, not feeling the “red light pressure“ helps you perform better, And as digital recording is so cheap, you can afford to record every night every gig every performance, every song, until you get one that is what you consider you at your best!