Might be hard to find one that does all the things you want - do you want it to show performance graphs or just percentages? Task Manager isn't to bad is it, perhaps you could get a separtate small prgramme for temperatures. CoolMon 1.0 Final, CS Fire Monitor 1.6.3 and Process Explorer are some that I found that do most of those things but I haven't tried them. Process Explorer seems very similar to Task Manager. I think they are all free so try them.
One other thing, your motherboard/chipset manufacturer might have a programme that can do these, like companies such as Asus who my motherboard is made by.