To build the best DSLR microphone, accessories below should be included:
Shock mount: It basically protects the microphone from damages, though it is primarily expected to block out the mechanically transmitted noise.
Extension audio cable: It is a good addition in some situations.
Foam windscreen or furry windshield: These provide proper wind protection indoors or outdoors.
Keep in mind that some are packaged with a few decent accessories in the box, while others just the mic itself. Hence, sometimes you need to buy a bit more other pieces of gear to get a perfect setup.