The easiest instrument I have found is the tin whistle. It is actually played in bands, with other instruments... This just still amazes me. I have never made it to that point, in fact, I can't get to anything really fast yet, but I have gotten better at it and it's the only instrument I can readily play. I've tried piano but obviously that's none too cheap to have around. The whistle is a danged sight easier than a recorder, from what I've found. The least expensive whistle is hands down the Clark Meg. It's also a very nice sounding whistle, good for beginners. You want to buy the one in D for a start, should you choose to try it.
http://www.thewhistleshop.com/catalog/w ... eg/meg.htm
Some professionals are even content with this simple whistle, I believe, or its slightly more expensive sibling, the Sweetone. If you have a music store in town, there's a good chance they'll have one or both of those models in stock, and they're the easiest to get a good sound from when you get started.
Not that this is what it will sound like, but another model whistle was used to play this:
[youtube]http://www.youtube.com/watch?v=i5EluFlra2A[/youtube]
I found this to have a more encouraging sound than the endless clips of beginners playing "Down by the Sally Gardens" which is the whistle equivalent of chopsticks, in that almost every beginner seems to learn it first.
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