I tried to connect a LM35 according the 'instructables' http://www.instructables.com/id/Arduino-Temperature-Sensor-Interfacing-LM35-THE-EA/step2/Setting-up-the-Arduino-with-temperature-sensor/
I tried both the way proposed and +5 / Gnd switched. In both cases I get slightly fluctuating temperatures (around 300 degrees Celcius) and if I blow on the sensor it gets a bit higher temporarily so that seems ok.
However, after 10 seconds to a bit more, it is really hot and the Arduino stops working; cannot send sketches etc until it cooled down or disconnect some wires.
Am I doing something wrong or does it have another reason?
Update: I put everything in the box and one day later rebuilt it (somewhere else) and now it seems to work correctly. Now the temperature is steady around 23.0 (which is incorrect, should be at least a few less) but still it's more accurately than 300 degrees. I think yesterday I put the + and GND incorrectly, and the temperature was already so high I thought it still was not good when swapped around again.
I'm sorry for the responses below (still a newcomer in the Arduino world).