Android Device Modifiers Toolkit

On-The-Go USB cable

First, you need an On-The-Go USB cable. This is a USB cable that has a male Micro-USB end and a female standard USB end. This allows you to attach a peripheral USB device to your phone like, in this case, a USB Wireless Adapter. Save yourself some time, you can by one for 10 Cents U.S. from here but one with the ability to charge your phone or attach a backup battery is also available and it is also possible to have multiple USB ports and a charger port, too.

External Battery

One thing you should know is that attaching peripherals will reduce your battery life, but not by that much. You can compensate by disabling the onboard wireless or disabling your mobile network, but it shouldn't be necessary. If your On-The-Go cable is capable of charging from an external power supply, you could consider a backup battery, a solar panel or even a backup battery with a built-in flashlight depending on your style.

USB Wireless Card that Supports Monitor Mode

Next, you need a wireless card that supports Monitor Mode. You have some choices in which one you can use, but I recommend one of these 2 types because of their reliability. Qualcomm Atheros 9000 series(ath9k) : The Ath9k series of wireless cards actually includes several wireless cards that use very similar drivers. They are capable of working with 802.11b/g/n and are also capable of ad-hoc networking, and of course, monitor mode. There are no reasons not to use one of these cards, and one very good reason to use it, it may have lower power consumption than the Realtek 8187. You can purchase an Ath9k for 5 dollars from here and a version with a swappable high-power antenna is also available here
Realtek 8187 Series(rtl8187) : The rtl8187 has been used in many of these "Poor Man's Pwnie" projects because it's capable of most of the things that the Ath9k is and has longer range, but has greater power consumption.You can purchase an rtl8187 for 15 dollars from here and One with a higher power Antenna can be found here for about a dollar more

RTL-SDR Reciever

Many, many things can be possible with a Software-Defined Radio reciever Unfortunately, right now just what those things are and how they might be implemented on Android. This section will be updated shortly.

Infrared Leads

With an Infrared Emitter it is possible to signal devices that are controlled by Infrared sensors, such as Televisions and Stereos. This is often a matter of scanning a wide range of Infrared signals. You'll need to do a little hardware hacking, securing these Infrared emitters onto a 3.5mm audio jack in order to control them using audio signals.

Male-To-Male 3.5mm Leads

In order to use an Infrared Emitter, you'll need to secure it to a Male to Male 3.5mm Connector along the lines of the following guide from Hack-A-Day here. I know it says iPhone but it will work for any audio jack. A better version is here.

The Phone I use

I use a Samung Galaxy Centura for lots of reasons, but one important one is I'm the kind of masochist who will put himself through porting CyanogenMod to a 40 dollar burner phone. I've got it mostly working now, too LOL, but I'll actually have a release of IG88ROM at about the same time because one pretty much fulfulls all the dependencies of the other, thus, the Galaxy Centura is the first one that gets a tested release. I'll build for CyanogenMod supported devices and Devices I own after that, should be a fairly rapid process, relatively speaking.

Hard Cases

It also helps to have a rigid case for your phone of some kind, in order to secure peripherals in a way that is not damaging to the integrity of your device. A Hard and Rubberized case is also probably available as well and may suit your preferences. You can secure your OTG peripherals to your case using Velcro or hot glue or quick-drying cement or super-glue.

Other Things that Might Be Useful

A 3D Printing Pen could concievably be used for any number of potentially useful case modifications.
Steel-Reinforced Putty is useful for modeling small prototypes or even building functional temporary parts.
A Mini Bluetooth Keyboard will save you the trouble of trying to touchscreen commands in the Kali chroot.
A device mod that isn't necessarily penetration-testing oriented, but it might be kind of cool, might be to incorporate a self-destruct into your device by incorporating ribbons of magnesium.