A third option after PIDs and mechanical is to use an opamp and thermistor to control the temp: https://math.temple.edu/~cmartoff/teaching/ph22109/thermisto... or one of these: http://pdf.datasheetcatalog.com/datasheet/nationalsemiconduc... (discontinued, but I'm sure there is an equivalent made) I bet this thing: http://www.thinkgeek.com/product/e60d/ uses one or the other, given the analog control.