Recording your voice when you voice chat

I’m going to make a Garry’s Mod machinima.

However I need to record my voice in the video. How would I go about doing this?

I need to be able to when I hit the voice chat key to hear myself

you either A. Synch over what you made (dumb newbie mistake)

or B. Record audio first, then act along to it. (this is the pro way)

But I’ve seen videos where people record their own voice.

Take this one for example: