Radio Shack sells a very small Thermistor (Cat. No. 271-110 for $1.99) that can be hooked up to input and used like the Lego Temperature sensor. It probably doesn’t give the same values as the genuine part, but it has about the correct room temperature resistance value of 10,000 ohms and should be pretty close everywhere else. If all you want is a heat-seeking robot this will do the job! My prototype seems to read 5 degrees C high. It was built by drilling a 2 X 2 block and replacing two of the pins with brass tubes. The sensor is soldered inside.
The RCX really wants a thermistor with 12.2kohms at 25C with a -3.7%/C Temp Coef. This isn’t equal to anything I can find. I think it is a 10kohm at 25C thermistor with either a trim pot or a fixed 2.2kohm resistor in series. A thermistor with this resistor in series would need a -4.4%/C Temp Coef to fit the RCX and this is an available part. (Mouser 527-0503-10k) The Radio Shack thermistor with a 2.2kohm resistor in series isn’t too bad either. The RCX will read 25C at 25C and be off a little everywhere else since the Radio Shack has a lower Temp Coef of -3.7%/C to start with and the 2.2kohm only makes it worse. I’ve never tried the Mouser part but it looks like a good fit to me.