Depends on whether you want to carry a phone while excersising.
If so, there's plenty of simple/cheap heart rate straps that will transmit to an app on your phone.
If you don't want to carry a phone, you need something with built in recording.
The Mio Fuse or Mio Alpha can do that. They will let you download the recorded heart rate data to the Mio Go app. TBH the app is a bit rubbish, but it should let you export in CSV format, so you can analyse in other software.