Hiho!
Is there or are there any alternatives to the ESP8266 with analog in or more than 2 GPIOs? I would like to have a standalone microcontroller without having to add a wifi module and boot the correct firmware to it... And not the Yun 
The ESP8266 has more GPIO than that. The problem is that most breakout boards only expose 2-3 GPIO pins. You can choose a ESP8266 board that exposes all of its 9 GPIO pins.
Yeah, I doubt think there's any option that's got Arduino support (for using the wifi chip as your microcontroller) other than the esp 8266. There are a few that integrate a wifi chip onto the same board as a microcontroller, but I don't think that's what you're looking for?
Thank you Alx! This is a step in the right direction.
DrAzzy, I'm looking for a microcontroller that suports Arduino and already has a wifi chip on it! It would be wonderful to find a microcontroller that is small, has wifi on it and also has analog inputs..
Perhaps. Supported by energia. Also http://redbearlab.com/cc3200
MetalJulien:
Thank you Alx! This is a step in the right direction.DrAzzy, I'm looking for a microcontroller that suports Arduino and already has a wifi chip on it! It would be wonderful to find a microcontroller that is small, has wifi on it and also has analog inputs..
A microcontroller is a single chip - there aren't many yet that have on-chip WiFi.
There are a number of microcontroller development boards that have a microcontroller plus an additional WiFi board on them - I'm pretty sure some of them are Arduino compatible.