by drmpf @ instructables.com:
This ESP8266-01 WiFi Shield is an alternative to the Very Cheap/Simple Wifi Shield for Arduino and other micros. The Very Cheap/Simple Wifi Shield for Arduino and other micros uses an Adafruit HUZZAH ESP8266 module and is the simplest to wire up. However if you already have an ESP8266 module, you can use these instructions to make a WiFi Shield using it.
This instructable uses the ESP8266-01 module, if you have one of the other ESP8266 bare modules, provided the module has GPIO0 and GPIO2 available, then you can use these instructions. If the module makes GPIO15 accessible YOU MUST connect it to GND via a resistor with a value between 3K3 and 10K.
ESP8266 WiFi Shield for Arduino and other micros – [Link]