Hi,
I'm going to build a few simple temperature/humidity sensors using i2c BME280 boards, then they will report the data via wifi (probably I'll use http but that's not decided yet).
I'm don't know what version of the sdk I should select on the arduino ide.
Power consumption is important as they will run from batteries, I'm going to try to do the deep sleep mod but even so every nano amp counts. 
thanks in advance
Somewhere there is a forum dedicated 100% to ESP8266 on arduino. While you may find someone here who knows - we definitely have a fair number of people here using them with arduino, you will definitely find lots of people there who know (also, it may be in the documentation for the core; have you read it?).
In all honesty, the microcontrollers section here is like 80-90% about AVR that aren't the official boards, and most of the balance is about ARMs like the ones used on the official board - plus people asking questions about ESP8266 and not being terribly satisfied with the quantity or quality of answers they got... If you have a question about the distinctions between the various AVR families that people have made Arduino libraries for and the capabilities of their timers (for example) and the state of their cores this would be a great place to ask. For other architectures, especially ones with dedicated communities elsewhere, not so much.