A good thermostat will accurately measure the environment while simultaneously not greatly changing its surroundings.
The basic construct that that makes a non-digital thermostat work is that a bimetallic strip has two layers of different metals.
The two coefficients of thermal expansion will be different, so because the two layers are connected, the thermostat will bend in a certain way according to temperature.
For instance aluminum will expand faster than brass.
Another element, quartz has an especially low coefficient of thermal expansion and is thus used in clocks to keep time since it contracts and expands with regularity only a small amount.