They use a variety of cameras but your assumption is incorrect. They are wearing steadicams + vests, which ultimately help them achieve smooth moving shots. You will want a camera that shoots HD with high frame rates per second (FPS) so you can slow down the footage for some stellar slow-mo.
These cameras are very expensive ($10,000 and above)
One example would be the Sony PMW-320K XDCAM EX HD for around $11,000. A lottt of options.