If you want precise answer you have to ask precise question!
What temperature band we are tolking about? (0 or less up to 120, 0 or less up to 600-700 or more....) Becouse sensor is quite different in those cases.
How good controll you need? 10% accuracy, 2% or less.
What are you want to controll? Heater, how strong? And so.. You get picture.
One possible answer:
Use Nationl's LM75 (digital sensor, with 2 degrees accuracy, and with I2C protocol). You only will need mcu, LM75 and 2 resistors for reading temperature, and use rele to control heeter (connect base of NPN transistor (BC546) via resistor of 10kOhm to out pin of mcu, connect one rele pin to colector of transistor, emiter to ground, other rele pin to supply (dont forget diode on rele).