I have three I use, two main ones, a Sennheiser MK440 dual shotgun and a Tascam X/Y Stereo mic. I also have a Marantz I got off of Woot that works fairly well. The Sennheiser really pulls in the sound from across the field well, but you lose some ambiance if you are shooting in an auditorium. Helpful, though when shooting a concert in a gymnasium.
The Tascam X/Y has no background noise reduction - very wide dual cardioid pattern, so it's great for getting both the sound of the band and the reverb and character of the room. Unfortunately, it will pick up any nearby sounds (talking, coughing etc) so you should use it in as far from other people as possible.
The Marantz works surprisingly well for a $50 microphone, and has the same advantages and disadvantages as the Tascam. One interesting point - it's powered through the headphone jack on the camera, so you don't need batteries!
- Will England