I have used the NTK wide-range O2 sensors successfully for years with the DCX in-house designed output display
http://www.lambdaboy.com/main.html. Currently the more accurate unit is the FA1000 but I don't recall the manufacturer.
http://www.ecm-co.com/fa1000.asp
For exhaust temps I weld an 1/8" pipe, steel coupling to the exhaust collector and use a standard 1/8" diameter K-type thermocouple in a stainless compression fitting with the clay seal. For home use I use the Fluke hand held thermocouple reader that retains the peak temp.
When reading exhaust temps don't forget to wait for the temp to stabilize (in other words, when the temp no longer climbs) before noting the reading. There is a lot of thermal mass that has to rise in temperature before a true reading is achieved.