I have just recently purchased a Zoom H4n and Rode NTG2 and I am also having the same problems with not enough gain (recording in stereo, with or w/o channel 1 and 2 linked and with or w/o mono mix engages.) Using the mic at the appropriate distance from the person speaking, the gain is unacceptable low. If it is a quiet speaker, it does good to record at -36, even maxing out the record level.
I called Zoom tech support and after speaking with them for about 15 minutes I borrowed a different mic but had the same result of not enough gain. I sent the H4n in for a replacement and it (the replacement) is doing the same thing.
My set-up is NTG2 - Zoon H4n - XLR cords (brand new) - Nikon DSLR.
My questions to any experienced audio pro out there- is there a better portable recorder out there? If not, what pre-amps would you recommend that would not increase noise? What is the best way to resolve this, using a pre-amp or investing in a better mic? What are recommendations for better (yet affordable) shotgun mics?