I'm trying to input sensor data (in this case from a temperature probe) from the UNO into my Windows PC via USB. I can look at the realtime data easy enough on the serial monitor, but I want to save the data for later use in Excel. How do I do that?
One way is to use that rather annoying Hyperterminal program. It's annoying because it keeps wanting you to fill in phone numbers and area codes.
Once you have cancelled your way through all the dialogs about your area code and "are you sure you don't want to provide it?" you can select a COM port, and then do Transfer -> "Capture Text". That should let you log stuff.
That looks much better.