If you have ever head a video with audio that sounds like it was shot in a tunnel, or a production shot outside with sound like it was shot in a windstorm, you know how important audio really can be to a production. The ability to hear a punch line in a joke, or even vows in a wedding can be crucial.
Most DSLR's that can record video, can also record audio. The problem is that the mike is situated very close to your lens. As the lens motor engages you will likely hear the whirling of the gears, depending upon what type of lens that you may have. Newer STM lenses have a very quiet motor and are perfect for videography.
One of the most popular external microphones is the Rode mike. This is an elongated 'shotgun' mike, that can focus in on sound in your video well. This mike is available from amazon.com as well as many other dealers. Other options include a lavilier microphone that places the mike directly on the subject that you are shooting. These mikes can be wired or wireless, depending upon your needs.
The link below goes into more depth of audio and videography as Mark Wallace talks about "Presence" (audio that sounds like someone is next to you).