For the under $500 crowd: we pieced together the basics at and affordable price. It's the DVcreator Location Sound Package 1. The package is based on the RODE NTG-2 shotgun. I find it amazing that for $20 more than the ole trusty $479 Sennheiser ME66 you get so much more- 10 year warranty on the NTG-2, 10' boom pole, long hair wind muff, shock mount and cables. Here is a quick sample of the RODE NTG-2 with a first time boom op outside our office YouTube - RODE NTG-2 Can you get a better mic, boom pole, shock mount - yes, though for under $500, this is an ideal starter package that will produce good results. See "over $1000" level if you have the budget and demand the best.

Under $1000 budget: Sounds a bit better and you get that "dead air space" with the blimp
RODE NTG-3, RODE BLIMP, K-TEK KE110CC boom pole and cables $999! - we don't have this as an official package yet, I can whip one up though and give a "crazy deal" for dvinfo.net members if there is any interest. Here is a sample of the NTG-3 YouTube - RODE NTG-3

I might also recommend a kind of universal mic - the Sony Stereo/Shotgun Sony Product Detail Page - ECM680S ENG guys are diggin' it.

Over $1000:
Maybe look at getting a Sound Devices 302 mixer. For the shotgun mic, the Schoeps or Sanken mentioned above with Rycote and a carbon fiber pole. Listen to Dan's great tests and see which one you like. As I Hear It - Choosing the Right Microphone

If you're in the middle of the $200-1000 range and have little audio experience. There is a DVD worth looking at before buying anything. $59.95 spent on a fun educational tutorial might actually be better than the over $1000 setup Amazon.com: Sound for Film and Television

Hope this helps,