While I must agree with hackaday, the cost of an ESP8266 isn't really all that much I have to admit that I'm terribly cheap myself, and don't mind saving a couple bucks when I can, especially if there is a possibility of not recovering the device.
In fact, you can get ones as cheap as $3.14 http://bit.do/ESP8266-ESP-12E-Remote-Serial-Port-WIFI-Transceiver-Wireless-Module.
So, what is the place to buy at a better price, especially considering that some boards are more expensive but provide extra functions to be added later as breakout, builtin usb to serial, voltage regulator, etc.