not much, up to 35C, the temp of my fingers

I'm using the RTD to do the cold junction compensation for a thermocouple so it only measures room temperatures in my setup.
Check out omega.com for a huge range of sensors. High temp is usually measured with a thermocouple, but those are less accurate and more susceptible to noise.
What you want seems a bit unrealistic though. Even a fast response sensor has a delay of 1sec and the thermal mass of the sensor will act like a low-pass filter. What you'll measure will be a moving average of the actual temperatures.
http://en.wikipedia.org/wiki/File:MovingAverage.GIF this is how a moving average looks like. It's from the Dow Jones stock market but the principle is the same. Suppose the green values are the actual temperatures, then what you'll measure will be the yellow MA line. A small short spike in temperature will cause only a small bump in the MA.
Noise and samplerate are also inversely correlated. The 0.005C stDev is at 1SPS. You get an n bit gain with 4ˆn oversampling.
(disclaimer: I'm not an EE, I just spend to much time on wikipedia

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