I just switched from Eclipse to Android Studio. For what I saw since now the new IDE has a lot more features than Eclipse, and I like using the new IDE for my app developmen
Actually I found a solution, I don't know if it is the best way (I keep thinking that android studio MUST integrate device monitor in a better way )
As stated in the question, starting device monitor from the menu tools causes android studio disconnect the device, but if you open the android studio's built in terminal (View > Tool Windows > terminal) and just type "monitor" it starts device monitor without detaching the device from android studio (you will get a warning on device monitor saying that there was a problem attaching the debugger, but don't care about that)
hope this will help some one