I had a colleague at Adobe write to me today about 
Duane's World TV and ask the following:
"Hey Duane,Can you tell me the specs of the microphone you use for your videos. The shotgun mic on your camera, that is.Thanks"
This is a complicated question as every interview I have done has had distinctly different conditions.  Sometimes wind, rain, or background noise ruin the audio.  Nevertheless, here is what I have used to date and what I think I will do in the future.
Duane's World is shot with an 
HDTV Canon HV20.  This is a very compact, yet full featured camera.  The shotgun mic I used in Milan to capture audio is a Rode model N3594 VideoMic.
http://ca.rodemic.com/microphone.php?product=VideoMicWhile it is good, it picks up tons of background noise. Here is a background noise problem example (forward to interviews in 
Duane’s World Episode 2)
(and the wind problem in this episode interview)
http://tv.adobe.com/#vi+f1537v1000As a fix, I started using a Beyer M58 Dynamic Omnidirectional mic
http://www.bswusa.com/proditem.asp?item=M58This is a professional quality broadcast mic and really good for interviews.  It has a long handle, which allows you to control the interview better (when you move the mic back to you, it cuts the person off). The BBC uses these too; since they have a long handle you can interview people a meter away.  For the difference see this interview in a noisy environment:
http://tv.adobe.com/#vi+f1537v1487It is highly directional and picks up no background noise. The problem is it needs phantom XLR adapter (power) so you have to buy a phantom power provider like this:
http://www.beachtek.com/dxa6vu.html  to plug the mic into.  This uses standard 9-volt batteries (same as the Rodes mic).
For voice overs in my studio, I use the Shure SM7B, which is the ultimate studio mic:
http://www.shure.com/ProAudio/Products/WiredMicrophones/us_pro_SM7B_contentThis uses XLR connectors too so you need a midi device to interface with your computer. I use the TonePort UX2 which has tons of preset vocal tones and plugs into USB.  This can allow you to record to Live, Cubase, et al.
HOWEVER:
None of these is the best solution.  The better solution for an all around, small portable and perfect mic is a wireless/wired with long cable lavalier mic.  I would highly recommend going with the XLR phantom power adapter plus two wired lavalier mics.  They work in all situations.  This is the model I am buying:
http://www.google.com/products/catalog?hl=en&q=lavalier+mics&cid=11059993423279758453#ps-sellersThe problem is that you need one of these for every person so if you are interviewing 4 people, you need 4 mics.  Since most of mine are two-people interviews, I will use the two mics but record each on a separate channel so I can control the volume in the event the interviewee speaks with a lower voice.
I'll update this blog post after I experiment with the lavaliers.