The ESP8266 Serial WIFI Wireless Transceiver Module is popular (we have  been giving them away in some contests). It packs a lot of features in a small package for a great price. Make spoke with the creators of the Arduino Support for that device. Since there is a powerful microcontroller running the device they were able to pack in some additional code to get some work done on the side.
“Make: Did you face any major architectural issues or other problems while implementing support?
Sloan: The application needs to be multitasking due to the TCP and WiFi stacks, and Arduino code is inherently blocking, so care needed to be taken to return to the multitasking ESP code as to not break it. If a user is going to code a blocking routine they need to call delay(0) or yield() to prevent the code breaking and the watchdog firing.”