well, firstly, what kind of esp do you have? i have the esp-03 which i've soldered to a homemade breakout board, and while i've managed to get the boot text through a simple arduino micro sketch, it's only echoing my output back to me. i would add that you should use a pullup resistor to ch_pd if you're not already, and that the arduino's voltage regulator cannot supply enough amperage to power the device. i am powering mine through a 12v 2a dc power brick through a 5v regulator that can handle 1.5 amps, then the output of that to a 3.3 v smd regulator on a homemade breakout board that can handle 1 amp. it sounds to me like you have no response whatsoever from your module, so i would look into an external power supply and regulator, because the esp can use a lot of power from what i've read.
Edit: if your module is giving you a ready but only echoing commands after that just set your terminal to nl&cr
this is the sketch i use to communicate with my esp through my arduino micro. it should work on an arduino mega too, any arduino that has the uart serial and usb serial seperated.
Code: Select allvoid setup()
{
Serial1.begin(9600);
Serial.begin(9600);
delay(5000);
Serial.println("test");
}
void loop()
{
if (Serial1.available())
Serial.write(Serial1.read());
if (Serial.available())
Serial1.write(Serial.read());
}