My opinion about microphones is that it pays to get the best you can afford.. The ATs are a good investment, very high quality for the price..
I personally like the Sennheiser 416, I have two of them - they're about a grand (actually they used to be twice that) but they have traveled with me from camera to camera and are still pretty much state-of-the-art..
Basically avoid the bargain basement mikes because if the price seems too good to be true, it is too good to be true... Buy one good mike and you'll never need another one (unless you lose it or break it)...
Mac, just to give you a few more details. I'm not going to be able to have a sound guy with me so a camera mounted mic is my only option, so i want a quality piece of gear. I listened to some sound bits and the 416 sounds fantastic. Does it fit on the camera ok? Is it large and awkward?
Thank you