[A caveat: All the responses seen so far are true as long as the function (say [itex]f[/itex]) whose gradient you're computing is well-behaved enough, e.g. if the function [itex](x,y,...,z)\mapsto \nabla f(x,y,...,z)[/itex] is continuous.]
Spatial metaphors are a very good way to get an intuition for these formal objects. Your temperature metaphor is a good one, and can serve your intuition even in situations where [itex]f[/itex] isn't a temperature.
My analogy of choice: You're standing on a hill, and at coordinates (i.e. latitude and longitude) [itex]\vec x[/itex], the height of the hill is [itex]f(\vec x)[/itex]. At any location [itex]\vec x[/itex], the gradient [itex]\nabla f(\vec x)[/itex] somehow describes the "slope in all directions" all at once. How does it encode this? Well, consider any unit vector [itex]\vec u[/itex], thought of as a direction in which one could walk. If you walk a small amount in direction [itex]\vec u[/itex] from location [itex]\vec x[/itex], then [itex]\vec u \cdot f(\vec x)[/itex] is the slope of the incline you're walking. Again, this intuition might be helpful even if points [itex]\vec x[/itex] in the domain of [itex]f[/itex] are 19-dimensional instead of 2-dimensional.