The simple kind of mercury- or alcohol-filled glass tube thermometer I was using is not very accurate, as numerous factors influence the reading slightly. For example, air has density of about 10^-3 that of solids and, since the amount of heat something contains is proportional to the number of atoms it has (since heat is just a measure of the average kinetic energy of atoms and molecules), the thermometer "contains" much more heat energy than the surrounding air. As the temperature falls, the air thus loses energy more quickly than the metal and glass of the thermometer. As the slower moving air molecules strike the thermometer, they get a kick from the more rapidly moving metal and glass molecules; thus, the layer of air immediately surrounding the thermometer is slightly warmer than the rest of the air. If it is windy, this warm layer is constantly moved away from the thermometer, and its temperature reading will be closer to the true value than if it is calm and the warm layer blankets the thermometer with air of a higher temperature than average. This is why it feels colder on a windy day than on a calm one -- the same effect occurs with the layer of air next to your skin.
Humidity is also important. If it is humid and the tempertaure falls, droplets of water can condense on the thermometer tube. Since energy is given off when water goes from the vapor to the liqud phase, the temperature reading could be artifically raised in the mercury column. Likewise, when the temperature rises and a damp tube begins to evaporate water from the surface, the extra energy needed for the transition from the liquid to the vapor phase might be extracted from the glass and mercury in the tube, giving an artificially low reading. The latter effect is related to why swaeting helps cool your body -- evaporation takes away energy.
Finally, the recent rate of temperature change can also affect the thermometer's reading. Owing to the stickiness between the liquid and the glass wall, there is some lag in the level of mercury change and the change in temperature outside.
For official temperature records, much more sophisticated thermometers are used which depend on the expansion and contraction of metals in response to temperature changes. These devices are also attached to a pen recorder, so a continuous record over the whole day is automatically produced -- obviating the need to get up at 6:30AM every day.