Several years ago I posted here full details of some American miniature mike and an amplifier I bought for this purpose.
The quality is really excellent for cockpit videos.
Unfortunately I have no easy way to find it but a search should dig it out eventually.
A direct connection should be better, I would think, but I have never tried one.
It helps hugely to have a camcorder with a manual audio level control. Very few cheap ones have that because manual level controls are a traditional market differentiator for the 'pro' v. 'consumer' camcorders. I have a Sony HC1E HD cam which has this.