Unlike computers and video, the technology of microphones doesn't change much and there isn't a great deal of choice at the budget end - which makes things easier.
If you are in a position to spend over £300 sound equipment, you will have kit which will be more durable and produce better quality results (so reducing frustration and disappointment). In this case, go to a specialist audio supplier — with your camera — to discuss what's best for you. You can also try the internet if you're sure you know what you want.
For small bits like cables, connectors & headphones, buy two, so that, if one fails, you can carry on. Don’t let your whole shoot depend on one tiny connector
Video cameras and DSLRs come with a microphone moulded into the body and are problematic by themselves; always use an external mic with this type of camera
Some cameras still have mics you can unplug and fit an extention cable inbetween. This is a good low-tech solution and works well if you find a suitable method to cradle the microphone.
Where to go
Recording sound for filming is a specialist area so only a few places will really be able to help you. If you have a specialist HiFi shop they might be able advise and help you get what you need.
Two of the best companies to try in Scotland are The Warehouse & Canford Audio, both have many years of experience supplying sound equipment for the film and video industry. They are approachable, will understand your requirements and help you to find the best gear for your budget: they will be able to help you best if your budget is over £200
If you are out buying kit, take the camera with you.