I think you must have a detached mic to get good audio. I bought a RODE mic from B&H. They list this as an accessory on the D800 page. When you buy it you also get a free bracket which holds the mic away from the camera. This is a good idea.
I was advised by a professional video guy that this was a "must."
To be honest, I haven't used it enough yet to report on how well it works.