The antenna plug is the same one found in most laptops and WiFi cards, variously called an IPX, IPEX, or U.FL plug. You can buy antennas with this plug on ebay or Amazon for about $2. They come as little flags you can stick down or little pcb boards which can have 5dbi or more gain.
I got a couple of 8dbi gain pcb antennas. The can be positioned inside the Mi Box case, but I drilled a small hole and ran them outside where they are clear of the electronics and big steel heatsink and can be aimed at the router. No soldering, just open the Mi Box, take out the four screws that hold the motherboard. Slowly pull off the motherboard which is stuck to the heatsink, and then plug in the antenna. Simple.
My WiFi download speed has almost tripled from less than 10mbs to almost 30mbs. I get 20mbs even through my VPN. I now can stream 1080 HD movies on Netflix without stuttering or buffering.
Spend $2 and 15 minutes work and you won't hate your Mi Box anymore.