There's the Adafruit and Hackaday tutorials as already mentioned, plus Reddit has /r/esp8266 which has some good resources.

I also have a project where I built a smart thermostat that aggregates sensor data fed from multiple ESP8266 sensors that is pretty involved. I've been meaning to write it up in detail to share on HN and I'll probably have time to sometime in the next couple months.

Check out Neil Kolban's book on the ESP8266 [1]. I’m reading through this out-of-order just to get an idea about how the esp8266 works.

[1]:https://leanpub.com/ESP8266_ESP32

Search for "esp8266" in the Learn sections of Adafruit's and Sparkfun's sites. There's also esp8266.com. I think the most amazing thing I've seen is a VNC client running on an ESP8266 with a LCD touchscreen.

The "raw" parts are super-cheap but when getting started I think it's much easier to get started on a still pretty cheap breakout board. I have a Sparkfun ESP8266 Thing I haven't started playing with yet but if getting one today I'd get the Adafruit Feather HUZZAH ("Feather" is their new line of micro controller boards that share a form factor, "HUZZAH" is what they call all their ESP8266 products).