sennheiser 816 is for sure the most directional shotgun, and also sounds really nice..They don't make em anymore, the replacement; mkh70 i don't like at all..
If you want to be reeeeally directional, you could ofcourse use a disc thingy, whatever the name is, a parabole with an omni in it, but they sound awful, and are a huuuuuge pain to work with, I never get them to work right..