You could use a TV/video capture card/device to record your gaming experiences, but I personally just use a digital camera (not even a video camera ).
I connect the audio cables directly from my PS2 to my laptop computer for recording, so I can get the clearest sound as possible.
I also use component cables with my PS2, so that my videos will always turn out as sharp and clear as possible.
After recording, I use VirtualDub to merge the recorded video with the sound.
SCPH-10000 S. MINOKAMO v1.01 (Defunct)
SCPH-10000 S. KISARAZU v1.00 (faulty)
SCPH-15000 S. KOHDA (With warranty seal!) :D
DESR-5100 S. EMCS