My intention is to receive and tring to demodulate signals emitted by electrical devices in my house like sockets or a temperatur device with wireless display.
I know that they use 433MHz with FSK, others with ASK modulation.
Additionally, I do not have to exactly know what they send because I hope to receive the signal and demodulating gives me the possibility to get to know the signal and save it (I am sure that this will work), later tring to resend (will definitely become the harder part).
Does RF1100-232 seem appropriate?
The CC1100 is a Texas Instruments radio chip that has to be programmed by another processor. There is an ATmega48 chip on the board you linked, which acts as an interface between the sending device (Arduino) and the CC1100 chip. It is intended to send and receive TTL serial data at 4800-19200 baud, nothing more. If you want to use the board to do something else, like "sniff" radio signals from your household devices, you would have to reprogram the module. There are what appear to be pads for a standard AVR 6-pin programming header on the linked board, and the documentation for the CC1100 chip is available here: http://www.ti.com/product/cc1100
This would not be an easy project, because those radio chips are very complex. Furthermore, it isn't necessarily the case that the CC1100 could decode the types of transmissions that you hope to detect, especially if it is FSK. In general TI's transmission protocols are proprietary. If you want to learn more about how to develop applications with TI radio chips, the engineers at Pololu have documented their efforts to develop the 2.4 GHz Wixel. See the product description for the Wixel at http://www.pololu.com/catalog/product/1339
and check out the user forums at Pololu for discussion.