This has been confusing for many of you. It was even confusing for me. It turns out Booting into recovery on the S4 is pretty stinking simple.
When the device is turned off simply hold volume up and press power until you feel the rumble. Once the recovery text in the top left corner appears you can release the volume up.
If the device is turned on simply select reboot, when it ask if you want to reboot your device select ok, then hold volume up until you see the recovery text in the top left corner.
Pretty easy stuff