Please don't read this as dismissive of your question. But the details of just getting "great sound" are too much to put into a forum thread. I would suggest reading this book (best $35 you will spend on sound).
It covers all the basics of general sound aquisition for video/film. Beyond that, if you have specific questions about sound, this and other forums are a great resource. Also just browsing around the forums can be extremely informative.
If you are using the DVX a DAT is not really necessary.