Powering an arduino-based thermostat in a 220v environment

Hi, I'm planning to replace my current thermostat with an arduino-based thermostat.

The current thermostat powers itself with 220v mains feed and it switches the 220v to the boiler call-for-heat. I'm planning to use the DC barrel center positive jack with a power supply (from 9V to 12V) but the room where the boiler is has no power outlet, only mains feed that powers the various Nest, boilers, hot press and so on.

I have two options in my mind: (1) install a power outlet (if permitted by the regulations) and use the a simple arduino wall adapter (2) get a 9v or 12V power supply with a C8 female connector and connect it directly to the mains by stripping the connector wires; this will not require a power outlet installed.

Is there any other options that I am missing? What is your advice?

Please note that I have experience with 220v, as I have wired the entire boiler room by myself, I will obviously take all precautions required by the law and regulations.

I have a thermostat which is powered off 3Volts 2-AAs. The batteries have to be replaced once a year. Maybe using Arduino power down (sleep) techniques, you can just use a battery.

Unfortunately I'm planning to poll data pretty frequently to build some stats/graphs so I'm not sure that a battery can be enough; I'll do some calculations of the expected power though, maybe it will just work :)