The ESP8266 WiFi Module is an embedded SOC with integrated TCP/IP
protocol stack. It helps microcontrollers access to your WiFi
network. IoT devices exploits this facility. Lot of firmwire you can use with ESP8266. Many ESP8266 comes with AT firmware for serial communications. NodeMCU is one of them, which supports lua programming language. Latest ESP8266 boards contains plenty of I/O lines and ADC,PWM, I2C,SPI features like Arduino. It is very cheap($3-Rs.180)
All of the above board build with ESP8266. Almost all are same.