I have played with Bluetooth and found it temperamental. 
Windows needs you to go through a "ritual" to connect.
WiFi and a webpage are a dream relatively.
My 2 cents worth, AlanX

The big problem I see with an ESP8266 based sensor on every door and window, is the power consumption; they will all have to be plugged in because WiFi is so expensive in terms of electrons.  I'm starting to work with the NRF51822 modules to try to do basically the same thing using Bluetooth LE so I can run a sensor like you describe off a coin cell.

I also might suggest not creating another IOT Cloud, but integrating with an existing one.  I created a WiFi clock based on an ESP8266 ESP-12, which used MQTT to talk to a Raspberry Pi running Node Red, but you could look at OpenHAB, or even SmartThings or HomeLink.

Yes, power is a problem. The current prototype uses 12F instead with deep sleep. Depending on how often you expect it to report the temperatures it need bigger or smaller batteries :)

For the door/window use-case the plan is to hook it up so that it's in deep sleep until the state of the sensor changes.