What are some good accessories for a DSLR video recording setup?
I'm biased, but before anything else, invest in AUDIO GEAR. Far too often, filmmakers forget to keep audio on an equal par with picture. Invest in some good, quality mics. Shotgun? Meh...a good, all purpose cardioid like the reasonably-priced ElectroVoice RE-10 can hold you over for a while until you get some audio recording practice under your belt. 

Essential to MY toolkit is an H4N...an excellent digital audio recorder. It's small enough to hide on set, and I'll be honest...I've used it hidden behind a centerpiece to record a conversation at a table with no problems. They're stupid cheap, too...like...um...$299? I forget offhand. 

The microphones in DSLRs are pretty much all crap from my experience; I use them more as a reference track than anything else. 

Good audio will make your images sparkle even more!