All the Gear - No Idea
As a would be recordest, with some nice gear, but little time. I think it can be important to think about what, how and why you want to record sounds, prior buying equipment.
Shotgun microphones (and parabolas) are good at 'drawing in' sounds, but will also pick up extraneous noise - I know this only too well living close to Heathrow. For a clean recording there is nothing quite like getting up close and personal, then setting lower recording levels to cut out background sound. In this case you do not need a particularly sensitive mic, but good field craft/plenty of hours in the field. On a BBC programme, Chris Watson achieved an amazing recording of Dipper sub-song on a river, by setting a small mic up close to where the bird was standing - a great example of attenuating out background noise (in this case a river)
If you want to make casual recordings, without a great investment of time then having a sensitive microphone helps.
Some recorders such at the Sony PCM-M10 and some of the Olympus models have quite sensitive in-built microphones and are Ok, particularly for 'snap shot' recordings. The on board microphones, are not particularly directional, so you will pick up all sounds in the general area. Interestingly the Sony PCM-M10 microphones are about the same sensitivity as when a ME66/67 shotgun is plugged in to the device. I can't remember the technical reason, but I remember that there is some legitimate reason for a drop in sensitivity of the external mic. Be careful on the recorder input and powering, if you want the mic to perform at full sensitivity! although of course the external mic will be more directional. I have also tried getting these handheld recorders up close and personal, but as you can't monitor and adjust the levels, you then need practice, patience and luck to get it right.
As a passing comment, in the thread above, it is mentioned that the ME67 draws in the sound more than the ME66. I fell for the longer the more powerful argument, but if you check the tech specs, both microphones have the same sensitivity. The long gun, is just better at attenuating unwanted noise, from sides and back. If you want something that draws in the sound, and gets you close, you need to consider and research the mic sensitivity, or get a cumbersome parabola set up. The relatively cheap Olympus short shotgun mentioned in the tread, is far less sensitive than the ME66 or 67.
If you go beyond a recorder with in-built mics, I would always favour a recorder with proper XLR connections. I think Marantz do a relatively cheap model. Minijacks are not locked in position, and I have resorted to taping them up to stop them twisting and creating some really horrid noise. XLR's are a more positive connection in the field.
Finally if you are ultimately looking to create beautiful recordings of soundscapes, then you need to be looking at a stereo setup. I am more interested in scientific recordings, so not my bag. You would need a recorder capable of receiving stereo mic inputs, and either a pair of mics, or a two suitable mics set up in XY configuration (if your recorder will accept this set up). This would be both expensive and cumbersome, so I would not suggest jumping straight to stereo, unless in a modest way, using in-built mics on the Olympus or Sony.