There aren't too many WiFi door/window sensors around, probably because they would need to be battery-powered, and WiFi is too power-hungry. So Z-Wave or Zigbee would be the way to go, and you will need a hub or adapter that supports those protocols.
A cheap option may be Samsung Connect, Samsung's line of mesh routers. They may not be the greatest mesh routers, but they do have SmartThings hub functionality built in, including the Z-Wave and Zigbee radios, and the base model sells for less than a SmartThings hub. They were originally limited to a simplified subset of SmartThings, but apparently in a recent firmware update Samsung added full SmartThings hub functionality. The basic Connect has a lower-power processor than the current SmartThings hub, while the more expensive Connect Pro has a more powerful processor.