There are HD DVD burners and media on the market, but the burners are rare and the results seen in some tests are very dissapointing w.r.t. the quality (readability) of burned HD DVD-R media.
The HD DVD format has also just suffered another serious blow due to Toshiba (the main backer of HD DVD) announcing that they will withdraw from designing and manufacturing HD DVD drives.
If you want a recordable optical format with higher capacity than DVD DL, I suggest you look at Blu-ray Disc recorders instead. A Single Layer BD-R holds 25 GByte data.
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