Since we started prototyping with our ESP8266EX modules, we found that the simplest way to control/debug is using a Raspberry PI (IO Voltage compatible with ESP8266EX).
Since the module outputs serial data (via ESP_DBG statement), you can monitor it using a simple python script (that logs the data too)
#!/usr/bin/python2.7
import serial
import sys
ser = serial.Serial('/dev/ttyAMA0', 115200)
f = open('esp.log','w')
while 1:
x=ser.read()
sys.stdout.write(x)
sys.stdout.flush
f.write(x)
Be aware that you will have to enable serial input/out for Raspberry Pi (disable console output).