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.
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.