Always listen to the sound on headphones as you're filming. If you can, use a separate microphone. Tieclip microphones are good for recording voices without too much background sound.

You can also use a microphone on a 'boom' (a long pole) above the action. Using gaffer tape to attach a microphone to a broomhandle is a good substitute for an expensive professional boom. Make sure the boom doesn't appear in the shot.