Just pulled the plug on a Rode NTG3. It may not be THE most directional mic of them all, but it seems to be general consensus that it´s a great all around mic. I loved the tests I´ve heard.
A Rode NTG-3 is a great shotgun mic for outdoor dialog at a great price. 10 year warrantee. For indoor dialog get an AT4053b. Both are very directional, and both are of a high quality with maximum bang for the buck. Anything cheaper will be of a lesser quality of course.