Which Xbee module is better and for what use, Xbee Sereis 1 or Xbee Series 2?
Neither is better. They are for different purposes. The Series 1 models are for point to point use. The Series 2 models are for creating networks of devices.
What are their differences in terms of implementation?
Depends what you mean by implementation. The XBees needs to be configured (how depends on the series and what it is to do) and need to be connected to the Arduino, usually with a shield, since the XBees use different pin spacing.
I need to set up an Xbee system with two wireless temperature sensors
Reporting to a central receiver, or talking only to each other?