I think you'll have some trouble with a Bunsen burner. Of course, it depends on what kind of experiment you are doing and what temperature range you are interested in. For spectroscopy, a good quality Peltier heating element equipped with a good quality thermocouple and a feedback mechanism can reliably control temperature to fractions of a degree. The highest quality DSCs and other thermal analytical equipment, which is what you should be using for very accurate determination of thermodynamic values anyway, can regulate and measure/temperature with amazing precision. I mean, they have to, for the very reason you ask your question.