I use lentiviral vectors (invitrogen pLenti6.3/TO/V5-DEST) for transgenesis of mESCs, but it is extremely inefficient in comparison with somatic cells.
My mESC media is DMEM/F12+20%KOSR+LIF+R2i (SB431542 and PD0325901) which have been developed in the Royan Institute (publication DOI: 10.1007/s12015-011-9306-y and 10.1007/s12015-013-9473-0). Lentiviral particles are concentrated and work efficiently on other mouse and human cell types.