Simple wifi capable microcontrollers - Arduino Nano IoT vs ESP32 vs ESP8266 vs Raspberry Pi Pico W

Wifi capability is fundamental for IoT applications and projects. At the higher end there are options like Arduino wifi or Raspberry Pi 4. But what's about the entry level?
Let's compare the cheapest wifi microcontrollers, including ESP8266 ESP32 Arduino nano IoT 33 and Raspberry Pi Pico W.
For the ESPs we take a look at the developer versions, also called node MCU.

Further info about the ESP32 pinout.

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[TheDradge]

Good summary but you should have included clock frequency, number of cores and the voltage. You said they are all 3.3V but the Pico has an on board boost/buck regulator so it can be used from 1.8 to 5.5 volts. No criticism of your video but I think those parameters are important in any selection comparison.

[DanielThaller]

I bought the nano because it has a higher clock speed and a 6 axis gyro which I need in my current project. But I would always prefer the esp32 too.

[blociot]

Great summary and thanks to the informative comments too!

[deterdamel]

The ADC on the ESP32 is very noisy. In practice you can'T get 12 bit resolution. The PICO has advanced I/O due to the very fast PIO-co-processors nodes, that can even generate HDMI-Output.

[jensschroder]

the ESP8266 costs 4 Euros and the ESP32-C3 costs only 3 Euros.
In many cases the C3 replaces the older ESP8266.
The ESP8266 also has more restrictions on which pins must be high or low when booting.
The ESP8266 can only be woken up from sleep mode by a reset.
I wouldn't be surprised if the ESP8266 is discontinued soon.