It is possible to buy hardware equipment which will display the physical temperature of your CPU. However, your motherboard IS equipped with a sensor to tell when your system gets too hot, even though it does not display it. Unless you have every drive bay filled, with a Pentium 4 (Or high-grade AMD) system, and (or) if you're over-clocking, I wouldn't worry about heat that much.
If it is indeed a BIG deal to you, have one or two high power case fans installed. You'll never worry about heat again.