There'a a lot of truth to the old adage "you get what you pay for". You may be able to get some mics for cheap, but don't expect pristine sound. Remember too that the microphone is only the first step in the audio chain.
For good-quality audio you need to consider everything from the mic to pre amps to mixers to.... well it just goes on and on.
Stacyrebecca is right that if you are using multiple mics you'll need a mixer that is capable not only of dealing with the mics, but also has the right kind of output to be compatible with your camera. And does your camera have the right kind of inputs? Many will receive a mic input but not a line input.
I have 3 very nice pro-sumer cameras, but I usually capture my audio separately on a digital recorder (Edirol R4) that also acts as a 4 channel mixer and then sync up the audio in my editing program.
It's hard to find a budget solution, but if you do your homework you can usually find a way to at least improve your current set up. Perhaps using a small recorder such as a Zoom H2 (about $200) would at least provde a big improvement to your existing situation.
To do it right, simply costs a lot of money. I have spent about $1200 on software, $4500 on cameras, $1700 on lights, $2000 on audio and $4000 on tripods, crane, steadicam etc. And I still need to spend another few grand to get the full audio complement that I need.
Of course when you get all that gear, then you have to learn how to use it all! It just never ends!