i create a little wlan relay with ESP03, take a look here http://www.mikrocontroller.net/topic/349219 and http://www.mikrocontroller.net/topic/349219#3938252
I used a small round transformator 12V and Polulu 3,3 V step down converter.
For the "Wifi Socket" i used a Recom 3,3V 0,9A AC/DV converter (230V / 3,3V).
The Mosfet ia s npn IRLML2502 wirthout gate resistor, in first case with a 12V relay, the second one is a 3,3V relaiy with a antiparallel diode.
Holger