The Audio-Technica AT875R Shotgun is a pretty awesome shotgun microphone. Many Canon XA10 and other camcorder owners rely on microphones like this to capture high quality audio. It is not too expensive which helps. If you are picking up one of these microphones, you should give these 3 Audio-Technica AT875R accessories a look:
On Stage SMS7650 Hex-Base Studio Boom Stand: a pretty awesome microphone stand that lets you use your microphone in your studio more comfortable. It has a 22 lb. base and is stable.
WindTech MM-25 Mic-Muff: it provides up to 20db of wind noise reduction in a 20 MPH wind. This is useful for outdoor interviews.
Campro Microphone Shockmount: holds your shotgun microphone. It is compatible with a variety of shotgun microphones. It will mount on any camcorder with a standard hotshoe connector.
You may have to pick up small adapters to connect your microphone stands, mounts, and other microphone accessories. Those are not expensive though. The above products allow you to get more out of your microphone.