Existing solutions notwithstanding, the conventional solution in Vim is to remap keys in your .vimrc configuration. In fact, many Vim users have an easier reachable key remapped to Esc. Popular choices are Ctrl+Enter, or jj, etc.
To enable this, just put something like the following into your .vimrc and reload it/restart Vim:
" Shift-Enter
inoremap <S-CR> <Esc>
" Double-j
inoremap jj <Esc>