We frequently use a Zoom H4 or Zoom H4N to capture audio. We've used them in conjunction with wireless and wired mics, and we've also used the mics built in on the Zooms as well. Our main use for the Zooms though, is to capture audio directly from a sound board. This can introduce a few problems. Most of the sound boards at events are only capable of sending out a Line level audio feed. The Zoom H4 and H4N aren't able to handle a Line level audio feed. They can only use Mic level audio feeds. With a Line level feed, the audio will just be too loud (or too hot) and the longer you record audio the worse it'll become. To fix this you need a direct box or an attenuator (sometimes called a pad) to knock the level of the audio feed down. A direct box, and an attenuator, are both just simple devices that we run an XLR cable (or 1/4" cable) through before connecting it to the Zoom to lower the audio level. We use an attenuator with -20 dB, -30 dB, and -40 dB pads. This ensures that we can keep the audio from clipping or coming in to hot, and the ability to change the level of the pad means we can adjust the audio level on the attenuator to ensure the Zoom receives the best quality audio. We still have to set the input levels correctly on the Zoom, but this will helps out a lot.
The best part about an attenuator, for those of you on a budget, is that it's extremely cheap. You can buy one on Amazon for under $20, like the one we bought.
Hope you found this helpful and hope your audio is much better in the future as a result.