ESP 8266 from Espressif is a wifi module with a microcontroller inbuilt. It is cheap and widely available on online stores. Previously the chip could be programmed using LUA only. Now the chip can be programmed using C and also using Arduino IDE. The best part about the Arduino approach is, the codes are similar to Arduino.

There are many versions available.

Here is the documentation of the ESP 8266. For details about programming the ESP8266 using Arduino IDE, please see this article.