A regular old half-barrel keg with the top cut out. There are stainless steel couplings TIG-welded to the side for the ball-valve (1/2") and the thermowell (3/4"). The thermometer is a Trend Instruments Model 30 which I bought locally (Specialloy, Inc., 10100 Clay Road, 713.462.9955) for about $30. Trend Instruments will sell directly to you, but I found that I could get them nearby for less money. A nobrainer. I got the thermowells from Thermetrics-Maveric (5728 Hartsdale Drive, Houston, Texas 77036) for $23.90 each. I got the stainless couplings nearby, too, but I can't find the receipt and I can't remember the name of the place. If you can't find some (you could try PlumbingSupply.com), e-mail me and I'll try to find it in the phone book for you. 

Brewing in the summer here in Houston, I haven't seen a need to insulate this vessel.  When winter comes, maybe I'll think differently, but I can keep the fire going underneath it, so I doubt I'll insulate it.

Why did I install a thermowell? Two reasons. 1) If you read the brochures you can get from Trend Instruments, you'll see that they recommend using a thermowell any time the thermometer's probe will be in contact with (insert a list of just about everything that isn't water here). 2) Since I stir everything with a large wooden paddle, I wanted the thermometer's probe to be protected from my haphazard gyrations.