How to change baudrate of ESP8266 (12e) permanently?

Depending on how recent a version of the AT Instruction Set interpreter your chip has, the two instructions you tried may not be valid ones; they are not listed in Espressif's ESP8266 AT Instruction Set document. Searches for either "CIOBAUD" or "IPR" in the current document (version 1.5.3) return no results.

The baud rate commands are now "AT+UART_CUR" and "AT+UART_DEF" which configure the entire UART for the current session or the current and future sessions, respectively. The manual's prototype for the command is:

AT+UART_DEF=<baudrate>, <databits>, <stopbits>, <parity>, <flow control>
Example:
AT+UART_DEF=115200, 8, 1, 0, 3

I have used these and can confirm that they work.

What I've found using software serial is that it can push 115200 baud well enough to send commands to the device (though I wouldn't build an application that depends on it) but it can only read reliably up to 9600 baud. I've been able to change my devices' baud rates from 115200 baud to 9600 over software serial; you just have to expect garbage coming back and ignore it:

// Set ESP8266 baud rate to 9600. You only need to do this once per device
set software serial baud to 115200;
send "AT+UART_DEF=9600,8,1,0,0";
set software serial baud to 9600;
// From now on, communicate with your device at 9600 baud.

I Connected an FTDI232 module at 115200 baud and could read the specs of the ESP8266 module now:

AT+GMR 
AT version:0.40.0.0(Aug  8 2015 14:45:58)
SDK version:1.3.0
Ai-Thinker Technology Co.,Ltd.
Build:1.3.0.2 Sep 11 2015 11:48:04
OK 

After that I sent the AT+IPR=9600 command, which first seemed to do the trick. But after reboot of the module, all I got was garbage response, at any baudrate.

DO NOT SEND AT+IPR=9600 TO YOUR ESP8266(12e) MODULE

Maybe the AT+UART_DEF command - as mentioned by JRobert - works, but I used the AT+CIOBAUD=9600 command and it worked. Permanently!

I hope this can help others.

I bricked my Esp with the same command, too. After hours of searching I found a way to reset the bricked esp. https://developer.mbed.org/users/sschocke/code/WiFiLamp/wiki/Updating-ESP8266-Firmware I had to set the baudrate to 115200 instead of 9600, and between the uploading files I had to disconnect the esp from power. I hope that helps you and everybody who did the same and found your post over Google.