You have options. There are several ways to go about it. Also depends if this is a kitchen table hobby project or being built for a real world industrial application.
Starting at the beginning you need to sense or sample the AC current in the line. For AC I would start with either a current transformer or hall effect AC sensor. Regardless of the choice of sensor you want a sensor that will give you a signal proportional to the line AC current.
I like using devices
like this one to sense AC current. There are dozens of variations of it available globally from different manufacturers. You can also build your own circuit to measure and condition the AC current using a sensor and signal conditioning.
The output can be directly passed along to a comparator network. A good choice is a chip the #12 mentioned, the LM3914 Dot/Bar display driver. The data sheet for which
can be found here. Beyond that chip you could build your own string of window comparators using chips like the LM339 or similar comparator. An explanation of comparators
can be found here.
How you choose to go about it is pretty much your call and depends on the application.
<EDIT>
To revisit what crutschow mentions and line isolation:
I would avoid the danger of directly connecting the circuit to the 220V line by using a current transformer or a Hall effect device for isolation to detect the 220V current.
Using a current transformer does afford AC line isolation, however, does involve opening (breaking) the AC line to run the current carrying conductor through the current transformer. Obviously this is done with mains power disconnected. Thus as always, a good understanding of AC mains power is essential for safety.
</EDIT>
Ron