After a quick google I found out that there is a direct support for wave recording. Most common wave format is PCM. The android.media.AudioRecord supports PCM output. You only need to write this to a file then.
After the file you then create you must program your own convertor to wave (or look for an online library for that).
If you like an app that is ready to go and record in wave you can download this app:
Extra link:
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stackoverflow.comm
