Hey Guys,
I know that question was asked many times but my problem is a bit different.
I am searching for a cheap WiFi module for Arduino, because I want to make my project cheap so if it gets to the Production it stays cheap and easy. And second question is the WiFi module capable to program the Atmega for example insert User Data into the program
Hopefully you can help me
Thank you in advance 
For your first question, the answer is here:
For the second question, there are some Arduino clones with RF integral transceivers which support over-the-air programming, but I don't know of any WiFi ones. If all you want to alter is data then you could do that easily enough by including a feature in your sketch which enables it to receive data updates over the WiFi interface and save them locally, for example in EEPROM.
I suggest you get a prototype working before you worry about the economics of scaling up for production. It's pretty unlikely you would be using consumer parts by the time you get to production.
Sounds like you might like the SparkCore: https://www.spark.io/ For $39 you get a tiny WiFi capable Arduino clone that can be programmed of WiFi, at least that's what I think they are saying. It's supposed to be shipping in November.