For a few days I finally migrated from Eclipse to Android Studio.
I had a few tools in Eclipse for Version Control System and Bug Tracking.

Both are from FogBugz.
FogBugz is Bug Tracking and Kiln (also from FogBugz) is a Verison Control System with Mercurial.

In Eclipse there was a “FogBugz Mercurial Integration” for Mercurial.
And for Bug Tracking/Task association there was “FogLyn“. Based on MyLyn Connector.

In Android Studio this two tools are missing.
No Problem at all because Android Studio comes with built in “Mercurial” and “Task association“!

Mercurial Integration with Kiln:

• First, set “Mercurial” -> Got to “Settings“, “Version Control“, “Mercurial”
   
• Go to the higher level “Version Control” and add your directory
  Select as “VCS” -> “Mercurial”
  
• Now you can “CheckOut” from Mercurial and Kiln via “VCS” menu and “Checkout from Version Control”
  Official doku is located at http://www.jetbrains.com/idea/help/mercurial.html and http://www.jetbrains.com/idea/help/version-control.html !

Task Integration with FogBugz:

• Go to “Settings“, “Tasks“, “Servers”
  
• Click on the “+” on the right and select “FogBugz”
  
• Enter the URL to your FogBugz account
  
• The cases from FogBugz have to be added to the Kiln Changeset and vice versa. This works if in the issue name and id the word “case” is added.
  So change the under “Tasks” the “Changelist name format” to “case {id} {summary}”
  
  
  And change the “commit message” in “Tasks“, “Servers“, “Commit Message” to “case {id} {summary}”
  
• If you want to click on the “changeset name” and it should directly go to the case in FogBugz you have to add another setting into “Version Control“, “Issue Navigation”
  
• Tap on “+” and add following “Issue ID (regular expression)” and “Issue link (replacement expression)”
  In “Issue ID” add [0-9]\d+ and in “Issue Link” add your FogBugz Url and “/f/cases/$0“, for example https://yourname.fogbugz.com/f/cases/$0
  
• Now you have a link in the changeset descriptionon to the FogBugz case, see screenshot the link on the number 422
  

Here is the official IntelliJ docu http://www.jetbrains.com/idea/help/enabling-integration-with-an-issue-tracking-system.html?search=task

Hope this helps somebody in the future because I haven’t found any usefuel about FogBugz/Kiln and “IntelliJ/Android Studio” and have used a few hours to solve this integration.