The board I bought is a Chinese EBay product, and the only title on it is ESP8266 SDK. It is in fact, for $10.00, a lot of board, and very well made. Contains RGB LED, relay, buzzer, DHT11, and other odds and ends which can be toggled into the ESP8266 on various pins via a DIP switch. Even arrived in only two weeks.
I probably will do the little extra bit of work for level shifting, since I am only going to attach it by serial to a Nano, and I've got a great stock of 2N7000's. (And just what is wrong with a Nano? I use 'em for nearly everything, unless I need more horsepower or memory.)
The main question I asked was, can I access the AT command interface of the ESP8266 by just connecting via a serial interface to a Nano. You didn't address that, but it's easy enough to try.