The NTG-2 is a good mic, I use this and the much more expensive Sennheiser K6/ME66 combo.
The Sennhieser is about 10% better (down to modular construction, power switch and perhaps slightly better sound) but costs more than double the Rode.
There are a few issues to tackle here:
Mic placement.
A mic placed in the hotshoe is going to have the same lousy perspective and pick up the same handling noise as the built in mic. Also the Rode is a hyper cardiod mic, it is extremely directional. Not really much use for general ambience audio. So..
You need to mic close. You need to boom it above or stand it below your subject, as close as possible and just out of frame. This means a cable run, which I'll come back to in a minute.
Power supply.
The Rode can accept phantom power or an internal AA powercell. I use the latter, you'll need a pre-amp of some sort to provide the fomer. I find the mic hot enough off of an AA, but then I'm tweaking my levels in post, I'm not necessarily expecting stellar results straight from the camera files.
If you would prefer to try phantom power then a zoom or tascam will provide this, but it means file synching and an extra device to hit record on etc. Another option is to look at a beachtek, the DXA-SLR model provides phantom courtesy of a 9v PP9 battery. You also get a headphone socket, the mic does not hear anything like we humans hear. If you are serious about sound, you really really need to monitor. You wouldn't shoot video with the LCD switched off. Same thing. I like the beachtek solution as it keeps everything in the one file and mounts on the camera in place of a grip.
Connection quality / stereo layout.
If you are taking the mic straight into the camera then you must be using some kind of XLR-minijack converter, this may be of poor quality, or is trying to make the mono signal from the mic into a much weaker linear stereo track (comes up on both tracks, but at half the level) The mic is a mono mic, so you really want it to come up on just the one channel, broadcast convention dictates this is usually the left (for ancient tape based reasons) which you would then mix and tweak in post-production.
The Beacktek and Zooms/ Tascam will accept XLR input and you should link the mic to just one channel for the best level (less hissy pre-amps)
In short, the mic is only only part of the chain, the camera another, there is a missing link in there, be it a portable recorder, or my preferred method, a beachtek (juiced link do similar products)