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Depends partly on the camera you’re using. Does it have an XLR input or the smaller mini-jack input? That will help narrow down what your mic options are. I use an Audio Technica ATR-55 (mini-jack) and it works fairly well. It was inexpensive too, only $55. XLR mics offer better quality, though they’re usually a bit more. You can get XLR adapters for the mini-jack too.
I’ve never tried using lavs on a feature but those are generally tough to hide from the camera and more suited to interviews, weddings, etc. If you get a decent shotgun mic you should be able to use that; you’ll just need a boom operator to walk alongside your actors, or else re-record the audio after the scene is shot.