Hi, I'm looking for a simple directional shotgun microphone that has a 3.5mm connection to use on a Sony handy cam (HDR-SR8 to be exact).
Not really a recommendation, but a comment: Don't!
Well, it's not that bad and will probably improve your audio, but there are three things I want you to consider:
1. If you mount your mic directly on your camera, it will most likely be far away from the sound source. And that is bad. No matter how great and expensive the mic is, it will help way more to just get it closer to the action.
2. If you ever want to upgrade, e.g. to an external field recorder like the Zoom H4n, you will hate yourself for having a mic without proper (XLR) output. There are cheap (<10$) adapter cables to connect any XLR shotgun mic to your 3.5mm plug, and you should definitely go that route. The only thing you need to make sure is that the shotgun mic can be powered by battery, not just phantom power, which is impossible via a 3.5mm plug.
3. Last but certainly not least: Shotgun mics don't amplify the sound coming directly from the front, but dampen the sound coming from the sides. This means that the output level on those mics is very, very low. And you definitely do not want to run this output level through a cheap preamplifier, like it is used in any camcorder. You should definitely try this first, but I am almost sure that you will hear a significant hissing noise and regret spending the money and not getting crystal clear sound.
All that being said, I've heard good things about the
Azden mic, but never tried one since they are harder to come by in Europe.