Looking for sensitive thermostat

I replaced my original cheap furnace thermostat with a digital one, (clock, larger numbers, etc.) but it is so slow to pick up the temperature. Let's say it turns on at 40. Well it says 42 by the time the camper is well over 70. I've lived with it for a few years but it's time for a change. SO.... I'm looking for a low cost, simple thermostat --- FURNACE only (no air conditioning) that RV.net users have found to be quick response. ANy ideas? much appreciated.

Dave