If you want full HD the best thing to get is probably a HAVA unit. I cant think of any usb devices that do full HD just due to the bandwidth limitations.
Also any of the USB devices use your computer to do the rendering/decoding, the HAVA does half the work for you, since its network based you can be playing games in the main room and recording it on your computer 3 rooms over.
Dont buy one full price, always use one of the 30% off coupons or get one from ebay or something- http://www.monsoonmultimedia.com/products.html
Also been hearing some good stuff about the EZCap listed above, its only SD but for the money its worth it, just be weary I think it will not work on x64 Vista/7, vice versa the HAVA uses WMC to play videos so you need Vista/7 or a Media Center version of XP but it supports 64bit just fine.