Project must be wireless
The whole thing? That's going to make it difficult to hook things up.
because my project has to supply controlling my light in other cities via internet.
Ok, we got requirement (1) Must be able to change the state of the light through the internet.
In this case i want to give a static IP to my light.
That might be a little tough, light's do not know what IP addresses are. So we know you need to control this over the internet, which means you'll have to have an internet connection. So as far as a static IP address goes, that's going to depend on your ISP. Of course, if you are going through a router with NAT (most have this), then you will also need a local static IP, which is easy enough with Ethernet/WiFi.
The close by part is when i run my android application on my phone, it connect with arduino and do what i want(open or close light). And also this part will be wireless.
Does the android have an internet connection? It would be much easier to go back to the first requirement of changing through the internet like everyone else rather than adding another layer of complexity by adding Bluetooth/RF/NFC/Etc...
Arduino for this project must supply ADK, and i found 'Arduino Mega ADK'.
What do you mean by "must supply"? You have to use the ADK? None of your requirements at the moment call for the need for the ADK, nor is a mega really necessary.
For controlling for other cities need 'Arduino Ethernet Shield w/o PoE R3'. But i dont know what can i use when i close by? dont know Ethernet shield is enough for it? If not enough, i need wireless shield or bluetooth shield?
If you're planning on using an Ethernet Shield, then it doesn't look like the "whole project" has to be wireless.
You're requirements are still a little fuzzy; I have gathered that you need to be able to control over the internet, but have no idea what type of internet is available, if any at all. You also say the Android needs to connect wirelessly, but we don't know if the device itself needs to connect wirelessly.