Dave, I should have been more explicit in describing option 4; I just use the Arduino IDE, and directly program the code into an ESP8266, there's no physical Arduino involved.
As of Arduino IDE ver 1.6.5 (I think), the IDE lets you choose an ESP8266 as the target, in place of a real Arduino. All you do is re-map the gpio pins.
And as Pedja pointed out, you can use most of the existing libraries, and code sketches, directly into the ESP.
And the fact that it sells so cheap, it doesn't really make sense using an Arduino in any project, even if you don't need the wifi.
And Pedja, ESP support for Arduino IDE is now official, so you can directly download and install the latest version (1.6.8) from the Arduino site.
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