SOmeone already mentioned Electrum and I can't recommend any better wallet than that which you can use in all three clients. Combined with the mycelium app in android and for IOS. Other than electrum there are only web wallet like blockchain where you can use in all three.
Can you use the same wallets with Electrum and MyCelium? I know in theory you can have them generate the same private keys, but is that actually working?
You can import private keys from your electrum wallet address to mycelium, but honestly I think it's better to use them separately. Just send only what you need to your mycelium wallet and keep the rest in electrum (or cold storage if you want to).