I'm using a small Sony ECM-XYST1M stereo hotshoe mike on a new camera. It comes with a fur windscreen, but it isn't large or thick enough to block noise from hard gusts. I found one that comes from Hong Kong for a very low price and it fits this mike very well. Its fur is longer and more effective and has an elastic band that keeps it in place. They have a large one that is shown on the website listed below, that might be good for a shotgun mike. Mine is the small one you can choose. The mike works surprising well for its tiny size. You can use it on non-Sony cameras or camcorders, by using its mic output, with a furnished stereo miniplug cord.

7 9 16cm Microphone Mic Windshield Fur Wind Muff for Camera Camcorder Recorder | eBay (http://www.ebay.com/itm/310814319715)

Here's a photo of it on my camera. It looks more like it came from a dead squirrel than a cat.