The DHT11 and DH22 are both temperature and humidity sensors, but what's the difference between the two? Let's go through the important differences, and how they may affect which one you choose for your next project.
Both units use a capacitive humidity sensor and a thermistor to measure the surrounding air, and output a digital signal on the data pin (no analog input pins needed), to be easily read by a microcontroller. They are basic and slow, but great for small scale projects that require basic data logging.
Here's a breakdown of the differences:

As you can see, the DHT11 has a much lower price point, but at the cost of range and accuracy. The DHT11 and DHT22 feature the same pinout and power rating.
Both sensors are easy to hook up, but collecting the data can require some careful timing. Both are also fairly sluggish, in that you can't query them more than once every second or two, so sensor readings can be up to 2 seconds old (1 second with the DHT22).
Conclusion
The DHT11 is less precise, works in a smaller range of temperature/humidity, and is slightly slower, but also features a lower price point and a smaller form factor. If accuracy is important for your project, and you don't mind the higher price, go for the DHT22. Otherwise, the DHT11 should be good enough!
Want to start sending your temperature/humidity data to the Wia platform? Get started here!