The handheld pyrometers for use with type K thermocouples are pretty cheap now. I use TM902C pyrometers, at under 6 bucks delivered, from ebay. Readout is degC only and they work with type K only. All those I've tried have given readings to around 1368 degC/2495 degF, regardless of the range marked on the front.
For the thermocouples, I tend to use a 6mm (1/4") diameter, 600mm (24") long Mineral Insulated thermocouple with a handle and a curly cable ending in a miniature (flat pin) plug. The junction is ungrounded and the sheath material is usually either Inconel or Type 310 stainless steel because it's what my local thermocouple supplier stocks (both inconel and type 310 are rated to 1100 degC/2000 degF and will take that temperature for long periods, but will also generally take a few cycles to 1370 degC/2500 degF before the sheath fails). It's not the ideal specification, but it's pretty good for most bladesmithing uses.
If I did not have my local source and needed to order online, I'd use an Omega KHXL-14U-RSC-24. It's broadly the same except for having an "Omegaclad XL" sheath which is a proprietary alloy, rated for use to 1335 degC/ 2440 degF, and is as close as you'll get to the ideal thermocouple for bladesmithing IME.
I have a few type S thermocouples as well, which I've gathered over many years working on combustion plant. These are Platinum-based, have ceramic sheaths, are rated to 1600 degC/2912 degF and cost upwards of $500 apiece. I use these with GM1312 pyrometers bought off ebay. The GM1312 will read most thermocouple types and display in either degC or degF. They cost around 20 bucks.
The type S thermocouples are nice to have when developing burners/forges but seem like overkill for any realistic bladesmithing application.
Ed's PID controller and ceramic sheathed type K is good as a permanent installation, but I'd always want to check the temperature distribution in the forge before settling on a fixed thermocouple location. Checking different places in a forge is much easier with a handheld probe.
If you have a particularly long forge, a longer probe is better and a 1/4" diameter M.I. probe is still stiff enough to be able to put the tip where you want it at one meter long (3'4"). I think it would be ok longer still, but 1M is as long as I've tried.