Finally...Yuri posts a project that anyone can do!
Soldering iron/solder (and the ability to use it)
Small stainless tube (I used a spare keg dip tube. Stainless brake line would work and is pretty easy to get).
22 ga wire
Heat shrink tubing or electrical tape
Temperature sensor of your choice
Epoxy (J-B Weld or similar - able to withstand up to ~212 degrees F)
Solder the wire to each pin or output of the temperature sensor. Insulate your work with electrical tape or shrink tubing. Cut a suitable length of stainless tube. Make sure everything fits the way you want it. Mix the epoxy. Put the sensor assembly in the tube, and fill it with epoxy. You can be a little messy - it's easy to sand the excess off after it cures. I found that with J-B Weld, you can wait until it no longer sags under its own weight (about an hour), then put it into boiling water for 10 minutes or so. It hardens right up! No 16 hour wait for cure time.
I used an LM34 digital temperature sensor (shown in the middle of the picture) to make a probe for my Mash Monitor
project. However, you could use a thermistor, thermocouple, or even an existing non-submersible probe (like the Ranco temp controllers come with).