GRACE,(Graphical Realtime Algorithmic Composition Environment) built on top of Common Music, can save the output to WAV or MIDI or using OSC, and it also interfaces nicely with LilyPond for a musical score printout. A lot of the livecoding programs allow you to direct the output to a file other than just audio out. I own Ableton, and you can use Max inside of it if you have the studio version, and now CSound can be used, but not for Livecoding if I understand it correctly.