To play around I bought a couple of ESP8266 boards over the past few months. They are cheap (starting from 2 USD, perhaps even cheaper…) and come in various form and shapes. Of course my first one was a ESP8266-01 which is broken now. Nowadays my favorites are the NodeMcu development boards. Based on an ESP8266-12e with a couple of pins and a micro USB connector are those devices much easier to handle than the ESP8266-01.
Here is a little list of “nice-to-know” things. Different manufacturer use different settings which need some googling every time.
Boards from doit.am
MAC address: 18:fe:34:xx:xx:xx