Over the past decade a tremendous amount of research has been performed using microfluidic analytical devices to detect over 200 different chemical species. Most of this work has involved substantial integration of fluid manipulation components such as separation channels, valves, and filters. This level of integration has enabled complex sample processing on miniscule sample volumes. Such devices have also demonstrated high throughput, sensitivity, and separation performance. Although the miniaturization of fluidics has been highly valuable, these devices typically rely on conventional ancillary equipment such as power supplies, detection systems, and pumps for operation. This auxiliary equipment prevents the full realization of a "lab-on-a-chip" device with complete portability, autonomous operation, and low cost. Integration and/or miniaturization of ancillary components would dramatically increase the capability and impact of microfluidic separations systems. This review describes recent efforts to incorporate auxiliary equipment either as miniaturized plug-in modules or directly fabricated into the microfluidic device.