I have found this DP83848 PHY ethernet board which should be very simple to set up, because it's kind of all in one. On the header are all the signals neded for RMII.
Datasheets:
http://sva.ti.com/assets/en/other/phyter_prodbrief.pdf
Tutorial:
http://blog.tkjelectronics.dk/2012/08/ethernet-on-stm32f4discovery-using-external-phy/
The cheapest price that I have found is on ebay for 15.99$:
http://goo.gl/7GhMC
Since I'm not really experienced in pcb design I'll go with this for a start and perhaps later make my own pcb design...
