There's no simple solution to achieving accurate temperature measurement. It's a combination of knowing the inherent accuracy of particular sensor types, but also how environmental factors can create further measurement uncertainty and the sensor calibration techniques available to reduce this uncertainty.
Thermocouples
Thermocouples are the smallest, fastest and most durable temperature measurement solution. They can withstand high temperatures, harsh mechanical punishment and are simple to operate. Their size allows for rapid temperature response times and the sensing junction can often be placed very close to the desired point of measurement. The durability and simplicity of this sensor type makes them ideal for embedding into other devices.
However, the thermocouple is most at risk from accuracy, noise and precision error. When extreme accuracy and precision is required, many of these shortcomings can be compensated for -- simply by using short runs of insulated and shielded thermocouple wires with balanced, low-pass filtered differential amplifiers (to avoid common-mode voltage offsets), as well as through relatively complex calibration procedures.
Thermistors
Thermistors are ideal for measuring applications that require high accuracy sensitivity over a relatively narrow range of temperatures (typically less than 300°C (572°F)). However, they cannot endure high temperatures or mechanical stresses like thermocouples, which makes them difficult to use in applications and assembly operations where these influences are not well controlled. To compensate for this limitation, the sensor can be encased in a protective metal enclosure - but this will be at the cost of thermal responsiveness. Some special version thermistors are capable of working to temperatures of 1000°C (1831°F).
RTDs
RTDs are suitable when extremely stable and precise measurements are required, or when accuracy over a prolonged time is the most important factor (the accuracy and precision of an RTD often exceeds that of both a thermistor and thermocouple). RTDs follow Deutsche Industrie Normen (DIN) and/or Joint Information Systems Committee (JISC) national standards and with good tolerance specifications, off-the-shelf RTDs are very consistent regardless of their batch number.
RTDs are very delicate, and while the melting temperature of an RTD element is sufficiently high enough to survive many high-temperature manufacturing operations, they do not tend to survive aggressive mechanical operations (such as compaction), which results in them being difficult to embed into custom mechanical devices.
Sensor Considerations
When building your knowledge base on sensor types, be sure to consider inherent accuracy in terms of durability, range of operation, and susceptibility to external noise influences. Also examine how the sensor will be used in terms of temperature range, the required level of accuracy and repeatability, handling/ installation endurance, whether it will be calibrated/grounded, and the type of environment it will be used in.
Location and Transient Errors
It is nearly impossible to sense temperature exactly where you need it. At the very least, the sensor itself has a finite size that displaces the sensing element from its attachment - resulting in the sensor being at a different location than the desired measurement location. Thermistors and RTD's are at greater risk for location error than an equivalently placed thermocouple - simply because of their size.
Heat Transfer Error
Sensors receive conductive, convective and/or radiative inputs that contribute to measurement inaccuracy. In Figure 1, these types of errors can be represented by ambient conditions that heat up or cool down the sensor -- often along specific pathways such as along the thermally conductive electrical wires used in thermistors, RTDs and some thermocouples, from a nearby heating element. In this instance, heat from a local source travels up the copper wire to the sensing element and distorts the measurement. E and J thermocouples use alloys that are less conductive, which makes them ideal for mitigating this kind of error.
Self-Heating Error
The third form of measurement error applies to thermistors and RTDs, and results from heat dissipating inside the sensing element itself. This causes the temperature inside the sensor to rise, which makes the measured temperature less indicative of the environment. Strategies for minimizing this include keeping the current low or pulsing the sensor with a low duty cycle to keep the average power dissipated in the sensor low.
Atmosphere and Environmental Influences: Moisture, Oxidation and Reduction
For all three sensor types, operating or cycling them near their temperature limits can cause deterioration, which then results in a drift from the initial profile. Thermistors and RTDs are usually well sealed from the environment, which makes them less susceptible to internal corrosion. However, these sensors are usually connected to copper wires, which increase the risk of lead wire deterioration.
Mechanics, Acoustics, Vibration and Triboelectric Effects
Small wire gauges and fragile sensors should be avoided in applications that subject them to extreme mechanical motion, vibration or high intensity acoustics. The most common wire failures occur near connection points, where there is the greatest amount of flexure. However, mechanical motion or vibration can also stimulate internal resonances inside the sensor - leading to early failure.
Magnetic, Capacitive, RF and Grounding Effects
Thermocouples and RTDs generally have the lowest noise immunity of the three sensor types. By shielding and properly grounding these sensors, their immunity from potential noise offsets can be further improved. This is true for offsets caused by capacitive, radio frequency (RF), and offset currents, but immunity from magnetic sources is not so easily achieved.
The environment in which sensors operate can often contain large motors and solenoids, or high current devices that can cause transient currents or magnetic surges. For sensor types that require stimulating electronics (thermistors and RTDs), these power droops could potentially affect the power supplies and sensing circuits inside the sensor electronics, which subsequently affects temperature readings.
Sensor Calibration Techniques to Reduce Measurement Uncertainty
A common way to correct for inherent accuracy errors is to calibrate the sensor in a controlled isothermal liquid bath and compare temperature readings against a standard reference. Alternatively, point calibration -- immersing sensors in an ice bath (0.01°C is standard) or other standardized freeze point (such as a gallium freeze bath at 29.7646°C) - is an alternative way to characterize accuracy, providing assumptions can be made as to how the accuracy at the calibration points can be extrapolated to predict the accuracy at other temperatures.
To view the entire article, check out www.watlow.com/news/productreleases/notallaboutsensor.pdf and www.watlow.com/news/productreleases/sensorselection.pdf.
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Last year, Watlow was experiencing a major yield problem with one of its key customers, a major supplier of vacuum pump equipment primarily used in the semiconductor industry in cryogenic environments. Watlow was incurring tens of thousands of dollars in scrap that was not meeting the stringent test criteria needed to meet the customer's expectations. The pump is critical to the process, so if a heater problem arises, the pump will not work. Therefore, it is critical that the customer have 100 percent product quality. 
