I heard you can also just go to the website and do something like pin it to a tile and it works the same as an actual app.
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It might work that way but from my experience using Bungie.net on my Lumia 920, it doesn't work very well. Its a shame really, because mobile compatibility was great before the site's layout changed in preparation for the Beta. Personally, I prefer a native app though and I've tried my best to design the app so it feels like a native Windows Phone app but with that unique Destiny style.