Good shout on the exclusion zone, Nereus, I made a point of not going anywhere past the Hilton just to be on the safe side but mainly for the airport. The drone I have incorporates software that won't allow it even to take off when it's within 1.5 miles of an airport and restricts altitude gradually out to 5 miles; clearly it doesn't know about the palace though.
The UAV in question is a DJI Phantom 2 Vision Plus
and I would describe it as middle of the range, coming it at around $1299. It's pretty much ready to fly out of the box, although you will need an iOS or Android device to view the first-person video (FPV) and telemetry as well as control the camera functions. The Vision + comes with its own camera that is stabilised by an electronic, 3-axis gimbal, which makes the camera steady as a rock and the video look silky smooth. There are other versions of the Phantom you can buy that you can sling a GoPro under or something similar, but you will need to invest in a separate video transmission system and monitor for the FPV.
For a few hundred dollars you can buy a quadcopter that will take video and can be controlled either with a remote controller or via an iPhone but the range is poor, as is the camera quality and there won't be any kind of stabilisation. At the other end of the scale you can spend $15,000 and more on a high-end octocopter (with more powerful lift capability) and then sling a camera of similar value underneath but that's a lot of cash to drive into a tree...and they do tend to jump out at you when you least expect it!
I was looking for something that was not too difficult to learn how to fly but with advanced options for when you get more confident. The DJI Phantom range uses GPS control as well as a digital compass and barometer (for altitude) so provided it can see at least 6 satellites, it will stay just where you put it, like some kind of autopilot. Speaking of which, if you lose contact with the vehicle, it detects that and then flies back to its 'home point' (usually where you took off from but you can set it elsewhere) and lands. Similarly if the battery goes below 25%, it will do the same. The app also includes something called 'Ground Station', where you can plot up to 16 points on a map and set the UAV to fly the route totally autonomously - I haven't tried that yet.
The sound you mention is interesting, Pete, because the Vision + camera doesn't record any sound
For the very reason you mention, all you would hear is the roar of the propellers or other wind noise and there's no point taking-up extra bandwidth and space on the memory card. I'll check the audio track again but can't think where any buzz is coming from...perhaps your speakers?
The pace of technology change in this field is quite remarkable, it seems that the balance of computing power and low mass of the electronics required came together so that these things became possible. New models from Walkera (the Tali 500)
and the Align Corporation will eclipse the Phantom very soon as they have integrated FPV into the controller and neat tricks like retractable landing gear and orbital filming capabilities (flying a perfect circle around an object using GPS). It is tremendous fun and if you can get involved, responsibly of course - these thing are basically flying lawnmowers(!) - you should.