Neither an ESTA or a Visa guarantees entry to a country. This is true for every country in the world - the final decision to allow you entry or not to the country is made by the immigration officials at the border at the time of entry.
However, the odds of being turned away at the border are extremely small - unless you've specifically done something to cause it. More specifically to your case, the odds of being turned away with an ESTA are basically the same as being turned away with a Visa - and in both cases are extremely low.
In general the only reason that would cause your entry to be denied is if the immigration official believed that you were attempting to enter the country illegally and/or against the terms of your visa/VWP. eg, if you have an ESTA or a B1/B2 visa, but the immigration officials believed that you were coming to the US to work (which neither the VWP, B1, or B2 visas allow), and/or to stay more than the time allowed by your Visa/VWP.
Other things that could cause you to be refused entry would be having lied on your ESTA and/or Visa application, committing a crime whilst entering the country (eg, attempting to import illegal drugs), etc.
If you do nothing wrong, are entering within the terms of the Visa Waiver Program, and have truthfully completed your ESTA application, then there is absolutely nothing to be worried about.