I use 2 methods depending on eventual use of the recording.
First method is HDMI splitter then an HDMI to AV converter. These are both just a few £s on ebay. Quality is not great but certainly watchable. No HD output only SD at best. Until the recent Sky firware update to Q120 I had to use an audio amplifier to boost levels.
Second is using an android box with HDMI in. This can capture in HD and basically records the HDMI transport stream with optional transcoding to an mp4 container. No HDMI splitter is needed as the android box has HDMI in and out.