Binding something like JJ to escape is also a good solution, but if you ever have to edit on another machine without your vimrc, your speed will seriously suffer. I try to not change/add any core hotkeys for this exact reason. I can ssh into a brand new Linux install and edit with stock vi at the same speed as on my development machine's vim install.
I discovered that Ctrl-C is another default escape alternative. It's worked on everything I've tried so far: vi, vim, nvim, gvim, vim over ssh, vim for visual studio, vim for IntelliJ, etc. This is what I've gotten used to using. Another benefit is if you're using a non-vi editor and try to exit insert mode out of habit, Ctrl-C won't actually do anything, whereas Ctrl-[ could be a hotkey in that program and JJ will obviously insert two unwanted characters in your document.