Dear friends,

Please don't flame me, I've read already many many pages on shotguns, DVX pairings with thems, etc, did indeed my homework, but the question still remains:
Which one?

Around $500, for general purpose, indoor - outdoor, shooting mostly documentaries and/or newsgathering, as well as other run-and-gun opportunities, without exempting the occasional more stable situation.

Will be used for voice recording as well, interviews and the likes, maybe as handheld if suitable, ambient sound when needed, etc. Probably will not be used for booming, since I can't afford a trained boom operator (at least for now).
In short, provided that I can't afford (again, at least for now) more expensive setups, I'll need it to be the one with the lesser compromises for all-around use. Doing adequately almost anything my wicked mind is going to throw at it.

From what I've read, my heart goes straight to AT 4073a -but am I missing something? Should I go for the 4071a maybe? Are there other shotguns into this price range which I've never heard of? Sennheiser, Shure, CS, what-have-you? Other suggestions/ideas?

I live in Europe and will be buying from inside the EU for tax purposes, thus it has to be available around here.

I now I am asking for too much, from a poor $500 gun, but that's all I can do for the time being...

Your collective wisdom will be very much appreciated and I thank you all in advance ;)

-Sotiris.

The 4073a is an excellent short shotgun, but you wouldn't have any money left for needed accessories like better wind protection and a good shockmount unless you're budgeting for that separately.
The AT897 is also a very good mic and works well with the sensitive inputs of the DVX. It's available in the US for $280 with a cable and a minimal shockmount. I don't know what it would cost in the EU, but it should leave you room in the budget for better wind protection. This is crucial for run and gun and documentary work.
If you're not planning on recording quiet dialogue, where the 4073a would be superior, then I'd pick the 897 and good accessories for camera-mounted use with the DVX.
Rode also has two new shotguns coming out. Reviews of their performance should be showing up soon. They are in the $230 range in the US.
The AKG C568b is also available, but I have no experience with it at all.

Dear Jay,

Thanks for your good advice.
Another point, from a sound engineer in the company I work for, along the lines of your thinking, was to buy just the Panasonic gun, which I understand is quite cheap, and use the spare money to buy a decent lavalier and a wireless transmitter/receiver for it. The point of his advice was 'more versatility', as he put it. But does anyone know anything about the Pana gun? Is it worth it, or I'll be just wasting the money?
He also told me about a good Beyer gun he's aware of, MCE 86II, close to $450, as an alternative to the 4073a -and he told me, as well, to take a look at the AKG guns.
'Rode' -not being a sound man, never heard of them, but I could wait for the reviews of these new guns you mentioned.

Thanks again -and any further info would be much appreciated...

I don't personally have any experience with the Panasonic mic that is available as an accessory for the DVX. It seems to have a generally poor reputation, but that could just be from people who are expecting too much from a camera-mounted mic.
While it is very good to have greater versatility, I wouldn't drop your quality too much just to get several mics. I'd get the AT897 and as quickly as possible get a good wired lav, then a good wireless system. If it becomes obvious from your work that you need to change this order of purchase, then you can be flexible.
I have no personal experience with the Beyer shotgun either.