user27261: Here is what I am doing
Arduino(UNO)--------Esp8266
3.3 v -- vcc
TX      -- RX
RX      -- TX
3.3 v  -- EN(ch_pd)
GND     -- GND  

there is no blinking of LED on Esp8266, sometimes the LED is on and sometimes it is not. And when I send "AT" command using Serial of Arduino IDE, only RX light of Arduino blinks, TX is not blinking and there is no response of that command. I am having 3.3 voltage on my Vcc pin of Esp8266 but the voltage on the TX and RX pins of Esp8266 is 5 volts, I know that i can reduce this to 3.3 voltage by using a voltage regulator but my question is why there is no blinking on the module even when i have supplied the proper 3.3 voltage and GND?
What's the difference between the blinking and a still LED on Esp8266? 
I have tried every tutorial on internet. No help at all. Right now I am so exhausted that I want to quit.If you can help in solving the problem, I would be very thankful to you sir.

user28768: When you are using Arduino board just as USB --> RS232 converter to send AT commands from PC to ESP8266 you have to connect TX to TX and RX to RX. But when you want communication between microcontroler and ESP then you have to connect TX to RX and RX to TX. Here I explained that in details.

27261: <p>Here is what I am doing</p>

<pre><code>Arduino(UNO)--------Esp8266
3.3 v -- vcc
TX      -- RX
RX      -- TX
3.3 v  -- EN(ch_pd)
GND     -- GND  
</code></pre>

<p>there is no blinking of LED on Esp8266, sometimes the LED is on and sometimes it is not. And when I send "AT" command using Serial of Arduino IDE, only RX light of Arduino blinks, TX is not blinking and there is no response of that command. I am having 3.3 voltage on my Vcc pin of Esp8266 but the voltage on the TX and RX pins of Esp8266 is 5 volts, I know that i can reduce this to 3.3 voltage by using a voltage regulator but my question is why there is no blinking on the module even when i have supplied the proper 3.3 voltage and GND?
What's the difference between the blinking and a still LED on Esp8266? 
I have tried every tutorial on internet. No help at all. Right now I am so exhausted that I want to quit.If you can help in solving the problem, I would be very thankful to you sir.</p>
 28768: <p>When you are using Arduino board just as USB --> RS232 converter to send AT commands from PC to ESP8266 you have to connect <strong>TX to TX</strong> and <strong>RX to RX</strong>. But when you want communication between microcontroler and ESP then you have to connect TX to RX and RX to TX. <a href="https://arduino.stackexchange.com/questions/30689/arduino-uno-and-esp8266-serial-monitor-issue/31929#31929">Here</a> I explained that in details.</p>
