In my classes I recommend using microphones that use an XLR cable to reduce buzz from other electronics. Most consumer cameras do not have an XLR input for the microphone. Instead they have a mini-plug. This is the same size of plug you might have for your headphones. So how do you get the XLR cable to connect to the mini plug?
You use an adapter. The most inexpensive one I've been able to find is available for $19.95. You can order it from B and H Photo (one of my favorite suppliers) at
http://www.bhphotovideo.com/bnh/controller/home?shs=homit+156&ci=0&sb=ps&pn=1&sq=desc&InitialSearch=yes&O=RootPage.jsp&A=search&Q=*&bhs=t
There is one problem with using an adapter like this. If someone pulls on the cord, you can easily damage the mic jack on the camera. To prevent this, I recommend looping the adapter cable through the camera strap in a knot. This way if someone pulls on the cable, they pull on the strap and not the fragile mic jack.
A Beachtek adaptor solves this problem and can give you the ability to use line level inputs. You can see more about that here: http://www.timescapemedia.com/forums/topic.php?id=4&page&replies=1