Arduino setup is based on this tutorial, and my modified version is downloadable from here: DHT_Vout
Changes I made were:
1) Added relay that operates with arduinos 5v output voltage (spec says operating voltage is 12V, but it works with 5v) and connected Arduino digital out pin 3 to relay input. Take a notice that ground pin from transducer that powers arduino needs to be grounded with relays – wire.
2) Wired 230V ground wire and blue 0-wire straight to the plug and phase line through the relay, so that it is connected when relay gets a signal from arduino, and not connected when it doesn’t 
BOM:
Cord+plug Bauhaus ~10€
Some kind of project case (good idea to get plastic one):
http://www.yeint.fi/
5V Transducer:
http://www.bebek.fi/kauppa/index2.php
5€
Arduino Uno 20€
Deal Extreme:
| Item(s) | UnitPrice | Qty | LineTotalPrice |
| Arduino 5V Relay Module – Blue + Black -121354 | US$ 2.40 | 1 | US$ 2.40 |
| Arduino Compatible DHT22 2302 Digital Temperature Humidity Sensor-138531 | US$ 10.90 | 1 | US$ 10.90 |
| Arduino Prototype Shield + Mini Breadboard-118040 | US$ 4.99 | 1 | US$ 4.99 |
Total: ~50€
A couple of pictures of the final circuit:
