A video camera is the centerpiece of your filmmaking gear package.
What camera you choose depends on your budget, the type of shooting you're doing (static, stealth, run-and-gun, etc.) and where you plan to showcase your film (web-only, theater, broadcast, etc).
You can shoot a documentary on anything from your iPhone to a DSLR to a top of line digital cinema camera such as the RED. Whatever camera you choose, make sure you capture excellent audio.