Best way for C to F is this:
2*C - (2*C/10) + 32
so 20 C would be:
2*20 = 40
(2*20)/10 = 4
40-4 = 36
36 +32 = 68 F (72 F is more like 22 C)
It's very easy to do in your head.
F to C is a bit more difficult, and slightly less accurate:
[(F - 32)/2] + [(F - 32)/2]/10
so X=(F-32)/ 2
X=(68-32)/2
X=18
18/10 = 1.8
18+1.8 = 19.8, which is pretty close to 20.
EDIT (fyi, the actual calc would be (F-32)/2 * 10/9, or the more formal (5/9)*F-32, but that's not done quickly in the head, the one above is a quick, and close, approximation)
For other conversions, yea, just use a cheat sheet until you've used it enough that the conversions come easier. Try to first memorize some common/milestone values. (For instance 1 psi to kPa, 100 psi to kPa, etc) so that you at least can estimate the order of magnitude. Accuracy will come with practice.