Recently tested out and reviewed the Olympus ME-15 microphone with my HD2. Also have more details on my blog
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I also found that the Sony719 mic is really great and is on sale at Sony Outlet stores for $25 bucks! its carries its own power batt. Size lr44 and has two settings. My local Sony Outlet store didnt even have them on the sales floor. Just wanted to share just encase someone wants to save some money.