In the near future I am going to record a live gig of a 3 piece jazz band- bass, keyboard and drums. I have not recorded a keyboard before and need some tips. Is there a direct method, or should I mic it's amp or PA line feed???

I would normally try to record the direct output from keyboards where ever possible, UNLESS the keyboard amp is being used to create a specific sound, ie a Hammond connected to a leslie cab.
 
You'll save yourself a lot of grief later by recording the direct output as it results in total isolation of the sound with zero spill. 
Method, in personal preference order, 
direct from keyboard(s)
split from DI box(s)
Aux out (or direct out) from PA mixer  or keyboard sub mixer
direct out from keyboard amp
mic on keyboard amp  (unless it's a leslie cab in which case this option goes to the top)
 
 
The other option of course is a complete set of direct feeds of everything from the PA mixer if available, or if you're doing the PA and have a digital mixer you can just hit record on your connected laptop to get all the individual feeds.

Great - this  gives me plenty of options. I like how you prioritized them. Thanks!

I record direct to pc, but then again I'd not record something "live" live... and the midi if possible (which is easier in a none live setup)
as for fx, the leslie etc. melda do a plugin to do that.. I think maybe the NI organ fx I have might do it also.. I forget.
 
it's all going into a desk ? and that depends on what out's you have on that , beside the main ones.
 
 
 

Direct recording is the way to go but allow for both outputs and record the keyboard in stereo.  Do not record in mono. Most keybopards sound much better in stereo.

If you end up going from the direct outs on the pa desk, make sure they're set to PRE fader, otherwise you'll pick up the FOH guy's fader movements

I tend to lean towards more is better and would record both direct and mic'd cab when possible. Of course, it depends on how they typically set up. Is the keyboard amp/cab used for the "sound", just a monitor for the player, or both? What's fed to FOH - direct or mic'd cab?