The first electric thermostat was patented in 1885 by Albert Butz. Two years earlier another inventor, Warren S. Johnson, created a device with similar functions. These inventions were the starting point of modern thermostats. However, there also existed earlier examples of feedback-controlled devices. For instance, a mercury thermostat invented by Cornelis Drebbel in England back in 1620.
Today over 30 manufactures have thermostats in their product range. If you prefer to stick to top selling devices, you will probably choose Honeywell, Sensi, Lux, Ecobee3, Nest, Ventamatic, or 2gig.