Thanks to Alex for sending this in. I'm sure we've all seen this cheap Shotgun microphone before, but there wasn't much information about it's performance. For around $35.00 dollars shipped, this video test shows that the HTDZ HT-81 Shotgun microphone is still better than using your onboard camera microphone. The microphone states it can also accept Phantom power. There seems to be some issues with a clicking noise during the setup with Phantom power, but no indication if it was 24v or 48v that was used. I'm guessing there should be more tests in this area, but on it's own 1.5v battery source, it performed well for a $35 dollar shotgun. Although it shows good quality sound, there's also no test of how tight the pattern is and what type of noise it can eliminate. It would be good to see this in use outdoors next to a busy highway or something. Here's the link to where you can grab the HTDZ HT-81 Shotgun Microphone for approx. $35 dollars shipped.
[update] There's some confusion going on with these Shotgun Microphones. After a bit of digging around, these Shotgun microphones can go under different names, but the listings show pretty much the exact same specificiations and images.You might find them being pushed as the professional 'HTDZ' series. There are two different lengths, one close to 15" and the other close to 11", but appears to have the same audio qualities. Perhaps the longer one has a longer pickup, not sure.
Here's the generic links to the 15" Shotgun Microphone Listings and 11" Shotgun Microphone Listings which appears to be the same as the HTDZ series being shown in the video above.
Above: 15" Shotgun Microphone click image to find