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.
randomnerdtuto...
Raspi 1 W:
amzn.to/3ZjC5iR
ESP32:
amzn.to/41jpJd2
ESP8266:
amzn.to/4g0nHTw