ESP8266 for Hacking

So for those who don't know. the ESP8266 is a tiny device which can work with an arduino. it is a wifi module but it has its own CPU and can run on its own.

Is it a smart idea to add another microcontroller to it and program it to automaticly connect to a wifi that isn't protected and make a connection to my server. from then on it can work like a VPN or whatever and do some things on that network or access another server. when everything is done the ESP8266 + microcontroller/processor will be picked up and will be taken away.

this way the person using the ESP8266 + whatever cannot be tracked and it can connect to public wifi's and maybe spoof it.

sorry for my bad english.

grtz