Connect microcontroller to WiFi?

[Drako]

I have seen nodemcu.com is very good for WIFI and it is not expensive.

[Taner]

The new and cheap IoT WiFi Chips/Modules

1. From Espressif - ESP32 (WiFi and Bluetooth)
https://espressif.com/en/products/hardware/esp32/resources
http://esp32.net/
https://www.sparkfun.com/news/2017

2. From Realtek - RTL8710 (WiFi only)
https://www.rtl8710forum.com/
http://www.cnx-software.com/2016/08/18/getting-started-with-bt-rtl-00-rtl8710-module-serial-console-at-commands-and-esp8266-pin-to-pin-compatibility/
http://www.cnx-software.com/2016/08/01/development-resources-for-realtek-ameba-rtl8710-rtl8711-and-rtl8195-wifi-socs/
http://hackerboards.com/tiny-iot-module-runs-freertos-on-realtek-ameba-wifi-soc/

[pickit2]

Also look for Wemos D1 Mini kits, with 8 shields for $10 on Aliexpress.
Wi-Fi with 4M of memory and high speed.

Use Arduino or Nodemcu to program.

[Xicoxloko]

You have this options:

ESP8266 modules - Cheap, Simple and the best choice
You can control over Serial with AT commands.
Can you change your design to just use it?
Good examples: https://www.youtube.com/channel/UCv1D6zrC0ZL0PSgM6tdEpPg

RV-171 Roving Networks Module - Robust and reliable
I used in some Arduino projects with WyFlyHQ Lib - https://github.com/harlequin-tech/WiFlyHQ
My friend made this tutorial (I help him ) (in PT-BR, sorry  )
http://labdegaragem.com/profiles/blogs/tutorial-utilizando-o-wifishield

I'm never used but exist:
Texas instruments CC3000 SimpleLink - elcielo talk about it
http://www.ti.com/lit/ml/swst009b/swst009b.pdf

u-blox Wifi Modules
https://www.u-blox.com/en/wi-fi-modules

Wiznet - WizFi310 - mario2000 talk about it
http://www.wiznet.io/product/wifi-module/

Realtek - RTL8710 (WiFi only) - Taner talk about it

[koky]

i have found very nice and easy
http://www.miupanel.com/

[hanle]

Hi
I think that it's helpful for you
https://libstock.mikroe.com/project_categories/view/25/wifi