The Surface Stations project seeks photos of climate-monitoring stations around the country, pointing out that many are located, for example, next to air-conditioning units or exhaust fans. Others are located in more open areas. The viewer (in some cases) may contrast the readings obtained in each location.
Related: The author of Eco-Scam says he is no longer a skeptic.
UPDATE: It looks as though this paper from a meteorological journal addresses the siting of monitoring stations.