Windows only: System monitoring application Real Temp monitors your Intel CPU temperature from the system tray—so you'll know when it's hot enough to cook some eggs.
Using the application is simple enough—just download, extract, and launch the application—but you can head into the settings for a ton of customisation options, including the ability to set an executable to run when a temperature alarm goes off. Using this, you could set your machine to automatically run a script to kill applications that aren't responding—very helpful if your system overheats when you aren't sitting in front of it.
Real Temp is a free download for Windows only. For similar features, you can use the cross-platform GKrellM application to monitor more than just the temperature.