Does anyone know if a $200+ blimp windscreen is absolutely needed for windy outdoor work? I will be filming on a beach soon and am concerned about my foam windscreen. I am pretty sure it wont be adequate, but is there something cheaper that I can get for my Sennheisser ME66 shotgun mic other than that $200 blimp?

http://www.bhphotovideo.com/bnh/controller/home?O=details_accessories&A=details&Q=&sku=47109&is=REG

Nick,

Blimp is your BEST bet but.... Most of us use a form of the Rycote Softie (Dead Cat). They work well most of the time unless it's really windy. For a ME66 they run in the 135-150 range.

I've had good experience with both the Rycote and the Lightwave Equilizer on the ME66, in windy weather.

Is it okay to leave these blimps/windscreens on for all applications, even indoor use?

I do. I think you should have at least foam on all the time, if just for mic protection. I just leave the Equalizer on it all the time I'm using it, which is predominantly indoors.