I guess you could do the components if you had several to do. 100+ ?? Modules are tested and if you go wifi the FCC may have something to say ...

This thread talks about a few options. Kind of long... http://www.picbasic.co.uk/forum/showthread.php?t=11883
I use the ConnectOne for no real good reason...
This is a demo I did. The code is not pretty but should be understandable...
http://mackrackit.com/mac/ichip/ichip.html