This things are cheap! Cheaper than the WiFly, or the Yún shield… on eBay:
- ESP8266 XBEE Interface Wee itleadstudio, £12.99
- Cheaper still: Serial WIFI Module Bee Interface ESP8266 Wireless Module GPIO Arduino M118, £5.93
- Even cheaper, Serial WIFI Module Bee Interface ESP8266 Wireless Module GPIO For Arduino, £5.69
- 2PCS ESP8266 Esp-12 Remote Serial Port WIFI Module + IO adapter plate Expansion, £2.24. Note that: the module is using a different chip set form; VCC and GND are in the wrong place, but; there are IO pins.
I don’t beleive that they offer the same amount of functionality of the WiFly or XBee, i.e fewer GPIO Data ports (two or more), but they will provide Wi-Fi capability.