Something about the protocol can be known from the following links.
Wiki, Maxim
Well I did not do much background research on that and guess why..?? The answer is I use ARDUINO. Yes there is a library for DHT22 sensor that you can download from github. Thanks to the author "ringerc".
On the display side I have used 128X64 dot matrix, monochrome GLCD. Again, ARDUINO makes life simpler and easier by providing the library for the same. You can download one from arduino playground.
The code is too big to furnish it here. Im sorry..! I read the sensor to get the temperature and humidity data and plot it as a graph on the display. Of course I had to do some geometry for designing the screen layout.
The pinmap is furnished as image number 1 in the slideshow that follows: (Source: A doc that came in the library pack. Thanks again to ringerc on github). The second image in the slideshow shows the booting screen.
One can see that the temperature in deg celsius and relative humidity in % RH is displayed on the right hand side and also plotted as graphs on the left hand side.