People have interfaced both USB memory sticks and SD cards to Arduino. This might be your solution, depending on how fast you need to sample and store data.
The obvious and simple solution wold be to send data over serial to a PC, but i assume that you need a stand alone device ?
Thanks for the reply.
Yes, it is a stand-alone device.
I've considered usb memory sticks or sd. I'm not sure how fast those can write.
I'm sampling audio data at 8000 times a second. Not sure if those could keep up? Also, I'd be afraid I would soon reach the re-write limit (they are similiar too eeprom in that they can only be overwrote a certain number or times?)
I suppose I should learn to program dsp chips instead of trying to make the arduino do these tasks!