Hi JPRao,
I think there are 2 things that you need in your controller.
1. Voltage Control ON/OFF Type: See to it that the cycle time is less than 1 second. CycleTime=ON_Time+OFF_Time. Change the ON_Time to increase/decrease the temperature (by noting the change in temperature within the previous CycleTime), but see to it that you maintain the Cycle Time. For this your ADC has to be very fast, and so must be your processing (Display,Keyboard,ADCReading,Calibration..).

2. If you are using proportional Controller, then see to it that the proportional band is very large. Remember the golden rule: If ProrportionalBand is large=> it avoids overshoots, but it is slow. If the ProportionalBand is small=> There might be overshoots but reaches Setvalue very fast.

If you can live with the above, then it is good, but if you need a very good accuracy, then yoou need to put the PID logic in it. If you need PID Logic, just google: "PID Algorithm" and you will have atleast 100 results.