What works really well is the IR thermometers used in the food industry. They look like a little gun with a laser pointer. You point at whatever it is you want to measure the temperature of, pull the trigger, and you get a nice digital reading. Non-contact, no thermal inertia, instant response.
The unit I use was bought at a cooking supply shop for about $75. I mostly use it in the kitchen, but have smuggled it into my workshop on occasion.