Updated Mar 17/10
If you shoot outdoors you will often have to deal with wind noise which can make your audio useless because there's no way to repair the damage in post-production so whenever you capture audio outside, your microphone needs a windscreen.
Sometimes called a windsock, windscreen, zeppelin or fuzzy , the microphone is enclosed inside a "fur-like" material that blocks the wind. For shooters in brutal wind conditions, the addition of a fuzzy can eliminate the detrimental effects of wind noise up to 60 miles per hour. Some windscreens can go over the foam sock that comes with most mics or you can use a furry windscreen that goes right over the mic itself.
Find Mic Mounts and Pistol Grips here
Find K&M Popkillers here

Rode Large Deluxe Windscreen
Deluxe Windshield comprised of open cell foam and fur sleeve.
SW6 - $80 - in stock
For NTG-1,
NTG-2, Sennheiser ME66, and shotguns with a maximum slot length of 160.5mm
(6 1/4”)
and a diameter of 21-22.5mm.
SW7 - $80 - in stock
For
NTG-3 and shotguns with a maximum slot length of 186.5mm (7 1/4”)
and a diameter of 19-20mm.

Find windscreens for lav mics here

Rode Windshield (Dead
Cat) - $55 - in stock
This furry reduces wind noise and slips on top
of the foam windscreen that came with your microphone. Fits Rode
VideoMic, Sennheiser MKE300, Rode NTG-1, NTG-2 and Audio Technica AT897/AT875R.
Rode Windshield (Dead
Kitten) - $40 - in stock
Smaller version of Dead Cat. Designed for use with the Rode
Stereo VideoMic and NT4 and is designed
to suppress noise caused by high wind while outdoors. It will
also fit on handheld reporters mics and
some onboard video camera mics. Also fits on the Zoom
H4N Handy Recorder.

Rycote Mini Windjammer
These are made from synthetic fur type fabric and designed to be used over a foam windscreen and is better for reducing wind noise than just the foam windscreen that comes with most mics.
Rycote Special 190 - $65 - in stock
For shotgun mics like the Audio Technica AT897, Sennheiser ME66 and Azden
SGM - 1X.

Rode Blimp - $339 - in stock
The Rode Blimp is a complete windshield and shock mounting accessory for
the NTG-1, NTG-2 and NTG-3 microphones, as well as any third party shotgun
microphone up to 325mm in length.
* Greatly reduces handling and wind noise
* Accommodates most shotgun microphones up to 325mm (12 ¾”)
in length
* Adjustable dual hoop suspension system
* Dead Wombat windshield and tail cable included
* Compatible microphones : NTG-1, NTG-2, NTG-3, NT4 as well as many other
shotgun mics
