As you noticed, most 5.25" floppy drives use a card edge connector while 3.5" drives use a pin header connector. Electrically, these are both the same "Shugart-style" floppy interface.
To connect a 5.25" floppy drive to a Kryoflux, you need a floppy cable that has both kinds of plugs instead of just the pin header plug. The kryoflux store sells such a cable here: https://webstore.kryoflux.com/catalog/p ... ucts_id=34
Similar floppy cables can also commonly be found on ebay. Just make sure to inspect the picture to make sure it has a pin-header motherboard plug, a plug of each type for drive "A", a plug of each type for drive "B", and a cable twist between the "A" and "B" connectors.
This page describes the cables in more detail: http://www.pcguide.com/ref/fdd/confCable-c.html
(BTW, your photo actually shows some home made adapter meant for going the other direction - interfacing a 3.5" drive pin-header connector with an IBM PC/XT or similar that only has card-edge connectors available)
Any floppy drive designed for use with an IBM PC/XT or AT will work with a kryoflux. As always, look up the manual for the floppy drive's model.
There are some preferred brands and models. Teac 5.25" drives are generally higher quality, and Panasonic 5.25" drives seem to be preferred for "flippy modding". Depending on how you want to use your kryoflux, you will need to decide if you want a 360k or 1.2mb drive (or better yet, get a dozen of both! One can never have too many floppy drives