Sennheiser - MKE 440

I have a Sennheiser aMKE440 wierd looking , but I like it. Paired with my Zoom H4essenstial 32 bit field recorder, i can pull pretty good audio out of most stuff I record :)

As others have said, get a decent external mic. I'd also suggest getting an external recorder that records 32 bit float files and then combine the video and audio in post. Something like a Zoom H1 essential. If you want to record good stereo then you can go down the rabbit hole as much as you like. Rode stereo videomic or the SENNHEISER MKE440 etc. Whatever mic you use however if you're not using a field recorder and are connecting the mic to the camera, use the mic on full output and turn down the gain in the camera. The preamps in cameras are usually pretty poor and the less work they do, the better.

What sort of treatment do you have on your mic? The foam windscreen should make a difference, the dead [insert animal here] covers generally do better. Granted, despite the label, the Rode consumer microphones aren't really true shotgun mics, but you have to add another zero at the end of the price tag to get something like a Sennheiser MKE that really does the job.