@skatun
As I said, there are not that much documentation on running without radio :) If I remember right, you could take the basic DHT11 example, remove radio stuff, and add a MY_SERIAL_GATEWAY define (look in the code to see the right names of the defines).
However, one thing regarding your setup, what is the distance from the arduino mega, to your DHT11 sensors? I don't think they are meant to be used with long cable runs. Also the LED strips, are they PWM controlled? How about RF noise emiting from those wire runs?
You could probably use rs485 as protocol for mysensors (does require arduino at each node).