Audio is every bit as complex as video (hence people employing people like Chas specifically to cover audio). Like video there is a vast array of equipment available but ( like lens choice) much is very specific to what you are capturing.
Until you decide exactly what you want to video I would make do withe the camera mike until you establish it's shortcomings for yourself. However, if you are likely to be shooting outside a furry wind shield is a great first upgrade. I spotted Chas had applied one of these using an adhesive lav cover and I now notice there are proprietary versions available specifically for DSLR mics.