I guess the next question is how are you going to heat the mash to hit and hold temperatures. If it is a process that will take minutes to reach setpoint then on/off control would be appropriate. If it is controlling a RIMS heating element where response time is in seconds PID control is appropriate. The long response time applications cause the integral factor to wind up because of slow response and usually causes the loop to be very difficult to tune at best.
We use the arduino PID library on our sanguino based controller.
Some more information
PID Tuning | BrewTroller
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