I just use this mic paired with these headphones and I love them when playing on my PC.
I think I am on a similar stage in my project. I did some tests yesterday and I truly believe lavs are the way to go. I know you are on a budget, but I reccomend getting these cheapo lavs that will do the job in a decent way. (http://www.amazon.com/gp/product/B005DJOIHE?psc=1&redirect=true&ref_=oh_aui_detailpage_o02_s00)
That's 7 dollars for 3 microphones.
This is a small and crappy comparison I made in 2 minutes between a shotgun mic connected to my T3i and a cheap lav going into my Tascam DR05. It is in spanish, but you get the idea and I hope it helps. The video has some color correction. The flatter sections are done with the shotgun mic and the more colorful ones have the audio from lav/recorder.