Overall the temperature changes in the last 10000 years aren't that big compared to other events from the paleontological record. On the other hand, I also wouldn't like to live on Snowball Earth or during the Perm-Trias Event.

I like the breakdown on the German climate history page (the diagram is clickable, right below this section). Unfortunately, nothing like that seems to exist in English. This section has lots of references to the measurement methods.

I'm just gonna give you an answer off the top of my head first and google later. Seems like the spirit of the thing :P We'll see how I do! I'm a total non-expert, but I did read an IPCC report years and years ago.

Recent years (last 10000 years or so) you can use stuff like tree rings or... I think amount of algae in sediment cores?, which are a time resolution of about one point per year, and and are a fairly good measure of temperatures (plants grow better when it's warm, within limits), but with extra variation added (volcanic eruptions etc). Let's guess +=0.2 C, but noise is fat-tailed.

For millions of years ago, I think you have to do something clever... was it the ratio of oxygen isotopes fixed into shells in limestone? Something like that. Abysmal time resolution, but temperature resolution isn't too much worse - let's say +=0.4C, but more normal noise.