I have a Sony HDR-HC1, and would like to start building my audio kit. First, I'll start by getting a Beachtek DXA-4 audio adapter so I could use XLR microphones with my camcorder. After that, an internally wired boom pole, a shock mount, a windscreen, ect... I've been looking at the Sennheiser ME66, but I'm not sure. I hear it's very sensitive. (And kind of expensive. They make you buy a K6 power module just to use it.) How about any Audio-Technica shotgun microphones? Would $300 get a decent Audio-Technica shotgun microphone? I need one that will work great with booming and also with voice recording in post-production.

I haven't used it but I've heard that some people
don't think the ME66 is all that good.

Like most mics, the ME66 has both strengths and weaknesses, so it depends on what you want to record and where.
It does have a very hot output and is good when recording quiet subjects with cameras that have mic preamps that are prone to noise if you have to boost them.
Under loud conditions or indoors in reverberent rooms, the ME66 doesn't do as well.
Also keep in mind that the K6 is basically half of the total mic. The ME66 short shotgun capsule forms the other half. This is one reason it's more expensive, you're buying the capability to add different mic capsules such as the ME64 etc.
To answer your question, yes $300 can get you a very nice AT897 bundled with a shockmount and cable. The 897 has much lower output than the ME66, so it sometimes works better if you can provide clean amplification by using either a mixer or the BeachTek DXA-8 preamp.
But like I said it all depends on what you're recording, where it's at and what camera you're using.
Rode also makes a good battery-powered short shotgun mic.
Search the boards here for many discussions on this topic as well as other mic types that may be appropriate for your activities.

How about any Audio-Technica shotgun microphones? Would $300 get a decent Audio-Technica shotgun microphone? As Jay said, the Audio-Technica AT897 is a great short shotgun that retails for $250. I use one with my Sony Z1U and I’m very happy with it

~jr

Looks like I'll be saving up for a Audio-Technica AT897. But first I'm going to need to get an audio adapter for my camcorder. So what does a preamp do? I'll save up more and get the Beachtek DXA-8 instead of the Beachtek DXA-4 if it'll make my audio quality much better.