This may sound like a skipping record , but I have to parrot others (Martin ) . LEVEL CONVERTER !!
After a few frustrating hours with relays of various configurations I come to realize the importance of this little gem .
Relays without builtin optocouplers may work with 3.3 to switch them just fine and trick you into think they all will if you are not mindful.
Of Course I discovered this the hard way until the light went on and I added the level shift for 5v .

If you are already or going to experiment with the esp8266 , do yourself a favor and get some of these level converters , even if just to say you did !
Will save you lots of angst .