My current laptop is getting kind of creaky. In addition to depleted batteries and a failing wireless card, it has a bad habit of overheating. When it gets too hot, it simply decides to shut off. Why the BIOS kicks in before the power management, I have no idea, but it's pretty frustrating.
A tool that has definitely helped, though is SpeedFan. In one way, it's simply a free temperature monitor, discreetly displaying your computer's internal temperature in the system tray. But it also has a ton of features for tracking a number of different temperatures, and graphing them over time, and firing alarms for different events, and so on.
Usually I can tell that my computer is in the red zone because the fan will go nuts, and it sounds like the poor machine is trying to lift off. But when I work with headphones on, I can't hear the fan. So I set SpeedFan to pop up a warning alert when the temperature reached 70 Celsius. It's worked great to keep me aware of impending doom, and let me avoid sudden shutdowns.
If you have similar issues with overheating, or you're just a CPU geek that wants to know how hot things are getting, I recommend SpeedFan.