I bought a DJI phantom 2 with Vision 3.0. They have a higher end one now but this one is pretty darn good.
I have serious reasons to buy it which mean tax deductability, but it's also lots of fun with my 9 year old, so whatavers.
Mine records to a micro SD card. It was a little over $1k.
I have a gopro and its probably higher quality, but this was just way easier.
I can watch the video with my iPhone while I control the drone with the handset.
You can also buy this one for $70. Yes, $70. It takes HD video.
http://www.bhphotovideo.com/c/product/1033025-REG/hubsan_h107crw_hd_x4_quadcopter_h107c_hd_red_white.html
The difference is that it will crash many many times. It is much less stable. I destroyed two of these (DON'T fly them indoors, although they didn't do much worse than lop a piece off an aloe, indoors busts them up fast… then again it's such fun ;) ). But wouldn't you rather learn with a $70 drone than a $1000 drone? I don't think I'd be half as comfortable with the Phantom as I am without the practice I've had with the little bug-drones.