This is not an easy task, but it explains the basics for setting up a wireless network through Arduino.
Basically there are a two sites that when combined gives the right information:
http://www.instructables.com/id/Using-the-ESP8266-module/?ALLSTEPS
http://shin-ajaran.blogspot.se/2014/12/noobs-guide-to-esp8266-with-arduino.html
The 3.3v seems to work fine and the module looks happy.
The output isn’t spot perfect so there might be some glitch to cover. Apparently the SoftSerial is a bit too fast for the UNO to handle. I removed an interrupt, a delay, and some code to push it a bit – and it got a lot better. It seems that pushing commands to the ESP-module is straight forward, but the output to console gets messed up from time to time. Unsure if a buffer would help. One blog suggests getting a logic-shifter from e.g. sparkfun to not burn the TX/TR.
http://uzebox.org/wiki/index.php?title=ESP8266_AT_Commands
Some early testing spitted out the following:
