Camcorder recommendations?

I just bought the sony handycam dcr-sx45, havent even played with it but found out there was no internal memory and it wasnt hd. bah! Started reading some reviews and now i'm totally leaning towards taking it back. I bought a bunch of digital cameras but none of them were what i wanted (i like to record videos and pick apart the images i want...not very good idea with a point-and-shoot camera), anybody have recommendations? Preferably under 400? thanks