I'm thinking about using an Arduino for one of my Projekts. This would require that the Arduino can read/write a digital input/output in the order of 100kHZ to 1MHz. Is this possible or do I have to resort to my own boards using ATmegas?
Focussing on your final question:
Is this possible or do I have to resort to my own boards using ATmegas?
Remember, an Arduino is already just an ATMega already on a board. Designing your own board around an ATMega that is already part of the Arduino family is not going to significantly alter your project. That is unless you are going to have supplementing hardware, or go via higher clock speeds or ARM processing.
Any Arduino will do just fine. Technically, you could output 8 digital signals simultaneously at the Arduino's clock speed (16 MHz on most models), as it only takes one clock cycle to flip an output bit.
In more realistic scenarios 100kHz is no problem at all, and depending on your code 1MHz is possible as well.