The Rode Videomic Pro is a compact, lightweight DSLR microphone that is very directional as it has a condenser capsule that picks up audio from the front while minimizing the audio from the back and sides. This microphone comes with a windscreen, a shockmount and a hotshoe that allows you to mount it on any camera. The Rode Videomic Pro attaches to your camera with a mini (3.5mm) cable. Other interesting features include the gain control (-10db, 0, 20db) and a high pass filter (0, 80Hz) that let's you minimize low frequency sounds and camera motor noise.

If you are looking for a more direction audio solution, you might want to look into the Sennheiser lavalier microphone system.