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Lots of people use shoulder rigs, but personally I find them a little awkward with a DSLR that doesn't have a swivel LCD, in order to easily see what you're shooting you need to offset the camera or use an external monitor. I've gone through a lot of different rig configurations, but I always seem to gravitate toward my monopod.
I use the Manfrotto video monopod to shoot most of my footage. Its more stable than any shoulder rig, doesn't require a lot of parts, you can attach accessories and arms for on-board lights and mics, you can extend it to get boom shots overhead and so on. Best video accessory I've ever bought.
Here's a decent video showing some things you can do with the monopod.
For occasional walk-around footage I use the cheap Cowboy Studio shoulder mount. Its plastic, but I've had one for a couple years with no issues, and if it breaks its cheap to replace.