If you got a PC and not a Laptop: Internal Capture Cards! Always! I personally use Elgato HD60 Pro and never had any problems with it.

Yeah always go internal if you can afford the little extra money. For HD cap cards, externals that connect via USB have varying amounts of delay in the capture while internals have very little to no delay.

As for what brand, the Elgato HD60 Pro mentioned is popular. Avermedia and even Razer also have some popular ones.