i used a minidisc recorder that i snuck into a pumpkins concert to tape the show (heh, good times...me an my friend walking in with baggies of batteries, a mic, the recorder, and blank discs shoved down our pants )
i don't remember the specific mic, but it was some $80 digital mic we came across. that was a couple years ago, but the quality was really quite good.
for taping in general, minidisc seems to work the best unless you shell out big bucks for portable DAT recorders. we were lucky with our mic in that it was a night show outside and we were able to just basically hold the mic up in the air to catch the sound. i've heard of people using little sort of directional mics that clip to brims of hats or lay over their ears too. i think theres some faqs out there about concert taping/trading you might look into