This kind of thing interests me too although I'm not very good at it
Back in the 80's, I worked in a research lab and made several heat stimulators for physiological experiments. The temperature sensing side of things used either a thermistor or, better, a thermocouple. The signal was amplified to 1degC/Volt and displayed on a digital voltmeter. We built it all with op-amps and discreet components but I'm sure that there would be an Arduino circuit that would cover this, no?
Mind you, I bet you could buy a device that does exactly this from Amazon/eBay for a few quid. Not so much fun though.