I used this for a while and it's nice :
http://www.bhphotovideo.com/c/product/462849-REG/Panasonic_AG_MC200G_AG_MC200G_Camera_Mountable_Shotgun.html
but outside your price range.
I've heard good things about this mic from HMC users, I don't know why it wouldn't work on an HVX.
http://www.bhphotovideo.com/c/product/638330-REG/Panasonic_MIC150_MIC150_Shotgun_Microphone_for.html
I only mention it because It's been given a rep of being good value for the money, or so I'm told.
on an HVX anything is better than the on camera mic, so any of the mics on B&H under 250 (
http://www.bhphotovideo.com/c/search?ci=8533&N=4257447717+4293918168&Ns=p_PRICE_2|0) will be a step in the right direction. but you get what you pay for, so don't expect perfection at 200$. still, a step up.