I few years ago I bought a Canon T2i for shooting video. Right away I discovered that audio was going to be a problem. As a matter of fact the audio recorded straight out of the DSLR was crap to use a technical term. I could not use it at all. Of course the easiest way to deal with it was to record off board audio. That is use a second device to record the audio. After doing some research I picked up a ZOOM H4n. Can plug in my boom/shotgun microphone into it and I get fantastic sound. I am very pleased with the results. That said there are times when I do not want to mess with a second piece of hardware. I just want to point and shoot. One of the issues was that even if you plugged in an external mic you had no control over the gain. What the heck? I was a bit frustrated but I knew there had to be some solution. I did some more research and discovered the Magic Lantern had a firmware update that you install on your SD card that not only gives you control over your audio but it gives you a bunch of other new controls that professional film makers use. Now we were getting somewhere. I still needed a good compact directional microphone.
I looked at a ton of options but the reviews for the Rode Videomic Pro where the best. Most of the people who bought them where using them on DSLRs too. I have been more than happy with the performance of the microphone and with the control that the Magic Lantern update gives me its a perfect setup. As a bonus I can use my Rode with my other gear too like my Kodak Zi8 or with my Fostex audio add on for my iPhone. Here is a good blog on the Rode Videomic Pro.