Getting connected to WiFi is easy an inexpensive with the now-ubiquitous ESP8266 module. That said, the minimal hardware can be made even easier to work with by solving the issues of how to power the module and how to program the code you write.
If you are doing a lot of development work with the ESP8266 this breakout board by AprilBrother might be just what you’re looking for. It comes with an 8 pin header for easily plugging in/out the ESP8266 as well as a USB-to-UART converter chip and buttons for resetting the board or programming the flash. A common problem with USB to UART chips is that they only supply around 100mA of current which is usually not sufficient to power ESP devices. The CP2102 converter chip used on this board can supply up to 400mA which is plenty to program the ESP and power some small external circuitry when your project calls for it.
If you are still in the breadboard stage of a project then working with an ESP8266 can get a little messy without this breakout board — the ESPBuddy by Atomsofttech. This breakout can be used for flashing as well as normal use thanks to the little switch included to change modes. This is a great way to add an ESP device on your breadboard without adding a jumper wire for each pin plus the support components for flashing code. You will still need to connect your USB/UART converter of choice to program it.