Looking for practical Arduino projects? This guide shows how to control a relay from your smartphone using an Arduino Uno — ...

Setup is fairly simple with downloads for Linux, OS X, and Windows. This isn’t an ESP8266 shield, either: you can write code for the ESP module, connect the serial pins, and hit the program button.

Espressif also offer a pretty good getting started guide that covers creating a virtual Linux machine and connecting this to their chips. The third option is to flash NodeMCU to the ESP8266 module.