External flash definitely - - I wouldn't be without mine, it's one of the main reasons I will never buy a pocket digital (no hotshoe). It allows me to shoot inside large halls when the subject is some fair distance away (eg a school play) - - built in flash totally inadequate for that.
Next up (for same type of situation as above) - - a good quality zoom telephoto lens - I have a 50-200mm - thinking about getting one that zooms to 300mm later this year when I've got the cash together.
Microphone I can't comment on that as I never shoot video.