Kevin Reylek at B&H wrote an article on Recording Great-Sounding Audio with the Canon EOS 5D MkII, and listing 6 different options for affixing a microphone to the camera. These options vary in terms of price and quality...and practicality.
During my photo expedition in South India, I will test my own option, which is just plugging a Sony ECM-DS30P into the camera's audio in port. This is probably the cheapest, and I'll report back on this blog as to whether it's an improvement over the camera's built-in mic.
Also see this post on my ATR 6250 microphone.