David,

While it is possible to build a small thermowell using copper like you first suggested you need to know that chemicals like chlorine will eat the metal after an amazingly short period of time. You could purchase brass or stainless steel wells. Our hot tub had a stainless steel tube that held the heating elements, it was an easy place to attach a temperature sensor. As an experiment, you could try gluing the sensor right to the outside of the fiberglass (unfinished side) perhaps midway down, and then cover the sensor with insulation. I'd bet that this would be accurate enough for your needs.

When you get ready to take control of the whole process, I suggest reading the free 'Industrial Control' tutorial available from Parallax in their 'Stamps In Class' series. Good stuff on PID temperature control, etc.

Good Luck!
Jerry.