Temperature sensors can be found in many forms and sizes. However finding them for KNX/EIB can be quite difficult. And when you do find them they are expensive.
Most of the time buying an RFXCOM is the easiest solution. They work great with Oregon Scientific sensors and it’s a wireless solution.
But there are other options. The one I use is OneWire. I had a couple of DS18S20 lying around and they are really small. Already having a couple connected to my central heating and one hidden behind the thermostat I wanted to interface them to my automation system.
I had an Arduino Duemilanove collecting dust and it has an ethernet shield. Interfacing the Arduino to OneWire is really easy. I use parasitic power mode so I only needed to connect the two bus wires and use a 4.7k pull-up resistor. My DS18S20 sensors are wired in parallel and the 5 volts is taken straight from the Arduino.