The cool thing about these recorders is that they are unobtrusive (unless you buy the red Edirol,) great for recording an interview while reducing self-consciousness.
Also, they are small, so they will actually be there when you need them, and versatile– all use flash drives and have USB hookups, so they talk nice with your computer.
The Edirol can timestamp, has additional mic in and headphone out, as well as effects like reverb.
The Zoom H4 adds microphone and headphone jacks, as well as effects, and looks awesomely geeky.
The Zoom H2 is the newest one, appears to be the smallest, and all use rechargeable AA batteries, a big bonus.