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I bought something similar to this when I first got my camera. There are much cheaper ones around but, it does help move the light around instead of dead on the subject and washing them out
http://www.amazon.com/Lightscoop-D1-Deluxe-Deluxe/dp/B00BISLDAY
For people that are using the A6000/NEX-6/NEX-7, the way that the flash is designed allows you to pretty easily bounce the flash by just holding it back with your finger so that it points mostly straight up. You can even purchase some cards that will slide into the hotshoe that will hold it up and make this even easier - I don't have these myself but I've heard good things.
Definitely have a DSLR. I picked up a Canon Rebel T3i at the suggestion that it was a great workhorse for beginning filmmaking, and it's proven to be a great way to start learning photography as well. I found it for $400, and it sounds like it was a steal!
I think the DSLR works best for me right now for the filmmaking aspects, but I also like the availability of the optical viewfinder. I've already found that I can't necessarily trust the LCD screen when it comes to clarity of the final image. I understand the DSLR is a nice beginner camera as well as a must-have for professionals.
I imagine changing systems would take the funds and the skills. So, maybe when I'm ready to upgrade or branch out and try something better to experiment with advanced settings. Right now, the DSLR is treating me really well! I'm slowly adding accessories (I've bought a cheap directional mic, a few different inexpensive tripods that might not be sturdy enough, and a nice caddie to help with filming). Next up is a macro lens, a nice bag, and again maybe a more reliable tripod.
Yes, they are F mounts. I got a very similar adapter but Fotodiox brand from Amazon. I have since read that it is better to purchase one like this because it has an aperture control ring. Some of my lenses do not and since there is not a Nikon-->Sony adapter that will allow full control of the electronics you might need it depending on your lenses. There is more information in this thread on DPReview.