should waste their money on a DVD based consumer camcorder, all you need to do is download and read through the manual...
Go through pages 13 and 14 and see if you can find either a mic-in or headphone jack. You can use the AV cables and cobble together a headphone jack, but the camcorder has no manual audio control - it is unlikely that you can control the volume out to the headphones using this method.
The least expensive camcorders worth buying (my opinion) with a mic-in jack (1/8" - 3.5mm) are the Canon ZR800, ZR900 and ZR930. They do not have manual audio control (for input) and they do not have a proper headphone jack.
The least expensive camcorders worth buying (again, my opinion) with a mic-in jack (1/8" - 3.5mm) and proper headphone jack (1/8" - 3.5mm) and manual audio control are the Canon HV20, HV30, Sony HDR-HC7 and HC9.
I was thinking of buying the Canon DC 330, and wondering if you can plug a microphone or headphone into the av jack, or if there is any way to connect a headphone/microphone into it.