Make: magazine recently did a series of articles on a cheap $5 - $7 wifi module. They even have the arduino library ready to go. http://makezine.com/2015/04/01/installing-building-arduino-sketch-5-microcontroller/ http://makezine.com/2015/04/01/esp8266-5-microcontroller-wi-fi-now-arduino-compatible/ http://makezine.com/2015/04/01/designing-breadboard-adaptor-5-esp8266-microcontroller/
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Cheap wifi option