If using software serial, use a lower baud rate, preferrably 9600.

115200 and 57
600 are too high for software serial to handle.
Use a seperate 3.3V supply and use a heat sink on the voltage regulator as it wi
ll get hot during operation.
9V Battery will not supply enough current for ESP module to operate. I used a 3.
3volt regulator WITH FILTER CAPACITORS. 0.1uF on input and 1uF electrolytic on o
utput.
On the breakout board, always try to put two push buttons, one for the RST pin a
nd one for the GPIO0. RST would be extremely usefull to reset the ESP from time
to time because sometimes it gets stuck during Arduino code upload. GPIO0 pin is
used when updating the ESP firmware, GPIO0 should be kept LOW when flashing the
firmware, otherwise it can be left floating or preferrably HIGH.