I recently bought a Rode NTG2 without much research, what else do I need to make it work well?
Never forget that no matter how much you spend, distance is everything.  If you want the best results you'll want to boom your shotgun right above or below the person.  Camera mounting will gives you the worst results because you will always be further away than you can get it with a boom.  I would rather use a $50 mic boomed (or lapel) than a $2,000 mic camera mounted any day.