The default SNMP configuration in XP doesn't export temperature (at least nothing I saw). I knew SMART had temperature information, but that wasn't CPU temperature or anything else outside the harddrive.

SMART data is accessible through a number of tools. I've used smartmontools before, but didn't know they had a build available for Windows until just now. Same tools as the Linux/FreeBSD/whatever versions. The device naming is the same as on the non-windows versions, and the smartctl manpage details the syntax. I wanted temperature information, and powershell helps make this pretty easy:

PS > .\smartctl.exe -a /dev/hda `
     | where {$_ -match "Temperature"} `
     | foreach { $_.split()[-1] }
46

After a bit of randomly permuting search queries, I found that some temperature information is available through WMI. The temperature values are in tenths of kelvin. We can query this from powershell:

PS > get-wmiobject MSAcpi_ThermalZoneTemperature -namespace "root/wmi" `
     | select CurrentTemperature,InstanceName

CurrentTemperature InstanceName
------------------ ------------
              3102 ACPI\ThermalZone\THRM_0

PS > get-wmiobject -namespace "root/wmi" -list | findstr Temp
MSAcpi                                    MSAcpi_ThermalZoneTemperature