I record using an external digital recorder, Tascam DR-05. I'm pretty rough on it and I'm on my third one in maybe 10 years. It will record in WAV, or your choice of MP3 formats.
I usually record in WAV then connect to the PC using a USB cable. I use Audacity to first Normalize, so that all recordings are basically the same volume, and then export to MP3.
The Tascam takes your choice of Micro HDMD cards. Most of the time I use a relatively huge (32 gig) card and can record several hours a night for weeks.
After listening to them to critique myself, I either delete them or save the better ones.
Using the external recorder saves you from having to changes menus on the keyboard to use the onboard recorder. I have the Tascam connected to stereo outputs on my mixer. All that is necessary is to push Record and then push Stop when the recording is over. It will also do automatic separation of tracks, so if you want you can just put it on Record and go for a long time without touching anything. I don't use this.
Of course there are a variety of similar recorders. Some allow four-track and have more bells and whistles, such as effects and editing. I like this one because it is pretty simple and can be powered by two AA batteries, or by a standard USB cable. You can listen to the recordings through the car radio on your way home, if you have a line input in your vehicle.
The recorder also has two built-in mics, if you want to also catch room ambiance. I prefer the stereo line input; what goes in is what comes out! It can be very revealing.
There are similar models that allow connecting two mics of your choice for higher quality room recordings, but the built-in mics are pretty good.
I have recorded and critiqued my own music for MANY years, starting with reel-to-reel, then cassettes, then mini disk, then VHS and now these small digital stereo recordings.
Sorry to ramble again.