I'm brand new to sound, and I want to begin documentary filmmaking. What are some microphone models I should look at? Preferably cheap and on ebay!
The Rode Video mic is by far the best shotgun mic you can purchase in terms of bang for buck. Check it out, here.
I personally own the Rode VideoMic and Rode NTG3, for the same purpose as you require. The NTG3 is lightyears ahead of the VideoMic, but thats appropriate for the associated price, and the fact it requires 48v.
There is a new VideoMic out which is smaller, and from what I have heard (from the actual mic, not people talking about the mic) it is very capable.
Getting the mic as close to the subject as possible will aid far more than mic choice, if budget is you main concern. With that in mind you may consider a far cheaper shotgun mic, that you can hold in your had just off screen.