Sonoff with a traditional Dimmer Switch
Or, you could get a higher quality module, like an Insteon, which includes dimming all in one module.  Which lets you control both the switching and the dimming. 

The biggest problem you have is the dimmer losing state when its power is severed.  When the Sonoff switches it back on, the dimmer will have no recollection of how dim it's supposed to be, and will default to ??? full brightness???   You could prevent that by using an old-style twist-knob dimmer, but they only work with obsolete incandescent lights, and between the electric bill and the cost of constant bulb replacements, that  defeats the purpose of saving money on the control equipment.  You're much better off getting the right stuff, going LED and saving a bunch on your energy bill, along with never having to change another bulb.

Another option, if you commit to LED, is to go 12V DC on the LEDs. They use different lamps and different control technology such as PWM - they dim very, very well... and the modules tend to be cheaper also.