Depends on what you want to do with it, research, product, size of deployment (few,thousands,millions), what type communication extensibility, complexity of the product, firmware update, operating system/bespoke/one-app. And someteimes it's cheaper to select a more expensive board, considering speed to market, time to develop. Price for small boards may range from 1-2$.
We have had success with the Raspberry Pi in the past and with the Zero W it became even more reasonable. Now we have built applications with the $1 ESP8266 Wfif Module and it has worked as well.
I think it depends on your requirement. Usually i use ESP8266 based modules since they are very cheap and easy to interface with microcontroller or other components. But power consumption is not so good. But we can mitigate that problem by enabling deep sleep mode. On the other hand LORA wifi based modules are very good in power consumption. But limitaion is low band width. Thanks.