Just ordered one of these shotgun microphones (SEMKE400) for just under $200 to use with my Canon 5D Mark 2 when utilizing its high-definition video function. It plugs right into the microphone jack on the side of the camera and mounts in the camera’s hotshoe.
I should have it by the end of the week. I will definitely post sample audio/video. From what I have heard so far, it works very well. I hope so!
Key Features (from the B&H website):
You can purchase the microphone from B&H Photo HERE

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[...] Sennheiser MKE 400 shotgun microphone for the Canon 5D Mark 2 video function (Desciption here) [...]
Doug, I just recently started to look into an external mic for my 5d II and I remember you wrote this awhile back and was wondering if you could give me an update on your experience with using this mic. I would appreciate any thoughts you might have on the topic as well as you taking the time out of your day to respond.