I've used different makes, with quite a bit of difference in quality and ease of use. I'm currently using this one, which is by far the best I've come across:
http://www.maplin.co.....aspx?ModuleNo=340918
If your video recorder has got phono output sockets you can connect it to the grabber with some cheap leads (from any 'pound shop' or 'discount store'). If it's only got a Scart socket you'll need to buy a 'Scart-to-phono' lead. A lot of places charge quite high prices for them. (e.g. the cheapest Curry's could offer was £19.99. Even Maplin aren't particularly cheap). The cheapest place I know of to buy them (unless you can find one in a 'discount store') is Tesco.
Chris