I would recommend you invest in an inexpensive external soundcard which offers a digital input. M-Audio makes some decent, entry-level cards which won't break the piggybank. Then you could continue to use Audacity if you like, or you could invest in a more professional audio suite like Bias Peak (for Mac) or SoundForge (for PC). Since the soundcard would have a digital input, you could run a digital out from your mixer directly into the card and record digitally with no extra D/A or A/D conversions. This should help preserve your sound quality as best as possible.
Another option for recording is to purchase a handheld audio recorder like this: http://tascam.com/product/dr-100mkii/
It is a digital recorder which has a SP/DIF input. It will allow you to run a digital connection directly from the mixer. The nice thing about purchasing a handheld recorder is you can take it to your gigs and record the live sets (either with a direct connection from mixer, or with the built-in microphones). Many of the live recordings you hear from DJs like John Digweed these days are done with handheld recorders like these. I have a Tascam recorder myself, and have found it VERY useful and easy to use. If you can afford the $200-350 pricetag, I think this is your best solution.