I made several attempts to use the ESP8266 on a breadboard, and end up with a very cheap and easy solution.
A) First I made a small board by bending some normal 0.1 in (2.54 mm) headers. (pic 1).
The problem is that it does not leave much space on the breadboard. It would be the same
for dedicated board that you can buy on the internet.
B) I directly soldered the 0.1 in (2.54 mm) male header on the ESP8266. Its OK (pic2) , but it puts too much stress
on the contacts of the ESP8266.
C) I found some nice long 2mm male headers on ebay
http://www.ebay.fr/itm/171495154253?ssPageName=STRK:MEWNX:IT&_trksid=p3984.m1439.l264910 x 40 for 5$ which is enough for 25 ESP8266 boards, with a unit cost of 0.2 $.
The pins fit very well in the ESP8266 board, and are easily bended to fit the Breadboard 2.54 mm
spacing. As they are thinner than regular headers, they fit very smoothly in the breadboard.
This solution leaves a lot of space on the breadboard.