I had the same problem after upgrading to El Capitan.
I read the discussions and after seeing some people saying you need to delete some certificates and even some .PLIST I made my own investigation and was able to find an easy fix.
I found a good article on how to fix WIFI connectivity issues after upgrading to El Capitan: http://osxdaily.com/2015/10/16/fix-wi-fi-problems-mac-os-x-el-capitan/
Based on this article here is what I did:
1- Went under System Preferences and Network
2- Clicked on location and created a new location: I call it: "TEST connection"
3- Clicked on advanced
4- TCP/IP > click on Renew DHCP lease
5- A message appeared, I clicked Apply
6- Click OK
Restart the computer.
After the restart I launched my browser to see if I could connect to the internet. Then I launched itunes and clicked on Store. Immediate connection.
I went back to System Preference and Network. Under location I deleted the Automatic location. I think something got corrupted there. Then rename "TEST connection" to Automatic.