Using module which let you connect external antennas are really good as this will let you achieve much better distances. The on board antenna module achieve only very small distances.
 

I have to agree with this. The on board antenna is really only useful in testing. Real world you really need to use an external antenna, in my testing with an 8dbi antenna I got -27 dbm as opposed to -63 dbm on board antenna at a distance of ten feet.
 
bottom line is unless you are really close you MUST use an external antenna.
 
Note that for most modules you need to move an extremely small zero ohm resistor to use an external antenna.

Thanks for the feedback.  Steve, I’m unclear as to your last statement.

Most modules, when you buy them, have a tiny zero ohm resistor in place that connects the WiFi module to the on board antenna. To use an external antenna you need to move this resistor to the other position. You can only have one antenna connected. You can see this in an RNT tutorial. It is exceedingly difficult to move this resistor. In my case it disappeared when I unsoldered it so I just put a solder blob over the correct pins. This is also tricky as it is very easy to pull off the pads you are trying to solder to. If you are not careful you can destroy your board.
 
if you can get a board with the resistor already set for external antenna you are much better off. There are some on Amazon.