Is esp8266 option for wifi sheild?

Hi,

I was going through different shields that ARDUINO offers like wifi shields and Ethernet. But I want to know that is it possible that I can use esp8266 wifi module instead of wifi shield?

My main purpose is to connect my ARDUINO UNO Board with Parse cloud. Surfing through internet I came to know that it is possible with WiFi shield. But it is too expensive for my project. So please can anybody help with connecting ARDIUNO UNO Board to parse Cloud. Any type of help is welcomed.
Thank You