I'd recommend the Hydrofarm thermostat. It's worked perfectly for me so far and is around $30 on Amazon. Also your local Petsmart or Petco have nice digital thermometers with probes for $8-9. Definitely stay away from analog(gauge) thermometers and hygrometers(measures humidity) as they are not accurate at all. You want to place one thermometer probe on the cold side close to the ground and one thermometer probe on the hot side underneath the substrate directly on top of the heating pad. A hygrometer should be placed a couple inches off the ground around the middle of the cage.
As for keeping heat in if you have a screen top, you can cover half of it with tin foil and tape that down. It will help hold heat and humidity inside.
Thermostat:
http://www.amazon.com/Hydrofarm-MTPR...arm+thermostat
Thermometer:
http://www.petsmart.com/reptile/humi...t=pfm%3Dsearch
Hygrometer:
http://www.petsmart.com/reptile/humi...t=pfm%3Dsearch