This ESP8266 WiFi Module is the cheapest way to connect your devices via WiFi / WLAN to the Internet Of Things.
This module is the “heart” of many WiFi modules like WeMos, or NodeMCU.
It contains beside the WiFi functionality, and the WiFi antenna, a very powerful micro controller with 80 or 160MHz clock speed and 4MB program memory. This MCU is about 10 times faster than an Atmega328 (Arduino Uno, Nano, Pro Micro etc.)!
This module can be easily programmed using the Arduino IDE and simple AT commands.
Plenty of examples and libraries are online available.