The CC3000 hits that sweet spot of usability, price and capability. It uses SPI for communication (not UART!) so you can push data as fast as you want or as slow as you want. It has a proper interrupt system with IRQ pin so you can have asynchronous connections.
You can buy it with u.Fl antenna from here. Or buy with on-board Antenna. Adafruit CC3000 WiFi Shield.