This is an oldie thread but a goodie. Since I posted (12/2006) about the sony ecm mic I have also bought and used extensivley a RODE NTG-2 shotgun mic.
The sony mic is good but can be difficult outside, suffering from wind noise. I am always forgetting to switch it off and find flat batts. Inside and close up, the mic performs well.
We did have to get 2 repaired after faults with the wire / connections. It can be tricky to hold.
The Rode mic is really very good. I don't have much experience of other brands but this serves me well for general journalisim, features and sport. It can suffer from wind noise on a windy sidelines at rugby even with the dead cat but its not too bad. Can be used close up to somebody or at a push, some distance away.
I can mount it on my video camera via the hot shoe so you guys with DSLR can use it to. A XLR conection means I can connect via XLR or 3.5mm MiniJack. Battery life is good. The dead cat fur can turn up in the top of your frame so watch out for that.
I went through many different options in my learning curve and used mics from Maplin / Radio Shack, all of those cheap mics are long gone in the bin.
If you are on a tight budget I recomend going for a mini disk from ebay and a sony ECM mic.
My 'goto' mic is the Rode. I have no hesitation in recomending it, Teamed up with my Edirol R-09 gives me pretty good results. It is alot of cash but compared to your glass, its small beer.
(Tokina or Nikon / Canon 2.8's?)
I'm sure that a 'proper' radio reporter would say my audio sucks but for a newspaper snapper I think its ok.