Depends on what type of accuracy you need and how much you are willing to pay. Down to about 100 K a platinum resistor should work very well.
However, I would recomend a silicon diode since they are a bit easier to work with, try to find a model that follows a standard curve (for example the LS#10 curve).
If you have $100 to spend I would go for a LS-10 from Lakeshore, they are easy to work with and even the uncalibrated version follows the standard-curve very closely.
You could also try a simple carbon resistor, the problem is that unless you find the right brand (Allen-Bradley is the best but they don't manufacture carbon resitors any more) the reproducibility is quite bad.
As a final option you could try using a standard surface mounted Schottky diod (you would of course have to calibrate it yourself). they tend to be quite good down to about 20K, but again, reproducibilty can be a problem.