You might want to say what I'll need like... an HD Camera or something.
Visit this website. On the Let's Player "Munching Orange" youtube profile, he wrote this was the website where he learnt everything, so it will help you too :)
If you are going to play on an emulator. Which is easier for recording in my opinion. You just need a screen recorder. Screen recorders are legal so I guess I can link some of them. The most screen recorders are free and some emulators has built-in screen recorders.
Top 5 Windows recorders
10 Mac screen recorders
10 Linux screen recorders