Many compact system cameras and DSLRs have external microphone sockets, but only the higher-end models have headphone sockets – and this is just as important. What you hear yourself as you're recording isn't a particularly good guide to sound levels, ambient noise and distracting sounds. Instead, you need to be able to hear exactly what the camera is hearing (or your external sound recorder, if that's what you're using). Only then will you be able to detect unwanted noises and make the decision whether to re-shoot or not. Otherwise, you might only find out the sound is ruined when you edit the footage later – by which time it's too late to do anything about it.
