Direct To Console

Here are some sound samples of various DI boxes, including The projects shown here and Behringer and Radial models. Each sample was played with the real instrument into the DI box (despite the fact that they sound the same as if a recorded sound was sent through the DI box).

There are a differing opinions about the Pros and Cons of Active verses Passive Direct boxes. Here are some notes from a studio pro:

Active DI

No load on source (best for high impedance sources like old Rickenbacker
basses etc)
Generally neutral frequency response
Active output will drive long distances at high level.

Limited headroom, distorts easily on hot input signals
Background noise in active circuit noticeable on quiet sources, or gaps
in audio.
Power required.
Phantom powering affects common mode rejection at mic input.
More prone to grounding issues.

Passive DI

100% Galvanic isolation, completely decouples source from destination.
NO self noise.
No power required.
Large headroom, with transformer saturation instead of hard distortion
(think tape vs digital here).
Transformers can be selected for colour.

Source loading, high impedance sources suffer from high frequency loss.
Non linear frequency and phase response, varies with transformer (again
tape vs digital).