probably a bit late but for others this may help.
the edimax EW-7811Un supports monitor mode in the mainline linux kernel but in raspbian the driver was changed due to stability issues
TP-LINK WN727N and TP-LINK WN722N both support monitor mode out of the box with raspbian and they are pretty cheap, but they are a larger dongle than the edimax dongle.
Look at this webpage https://en.wikipedia.org/wiki/Compariso ... ss_drivers
In the first table it lists the drivers. You want a driver that say "Yes" in the "Integration in mainline" column. This means the driver will be in the main linux kernel, and probably in the raspbian kernel too.
In the second table, it lists the abilities of the drivers. Out of the drivers that are in the mainline, you want to find a driver that says "Yes" in the "Monitor mode" column.
Once you have found the drivers that meet your requirements, in the top table next to the drivers is the "chipsets" supported by those drivers. Basically you want to do some research to find a wireless dongle that uses those chipsets.
Keep in mind this page might not be up to date and there is a chance that compatibility between the mainline kernel and the raspbian kernel may differ, so when you find a dongle, do some extra research to make sure that dongle works in your situation. But this is a general guide to find a dongle.