Pardon my rambling, it's getting late.
If you would kindly fill in your profile,

you might be surprised to learn that someone in Your Town, Your State has already PID'ed a Gaggia and could offer first hand experience.
Certainly everything Dan says is correct; the PID will dramatically stabilize temperatures throughout the machine and this can be best demonstrated by simply INITIALLY hooking the PID up as a temperature meter and noting the swing in boiler surface temps while operating off of the stock thermostat. Do a "system" calibration in an ice slurpy for 32F and double check with boiling water corrected for your altitude and barometric pressure.
Auber Instruments is a good company to do business with - he is a fast, reliable shipper. I would, however, recommend you source the thermocouple from Omega (Washer style, No. 6 screw, Type T, SLE wire, PFA insulation). Just mount the thermocouple under the stock brew thermostat and be careful when tightening the thermostat down.
If you do a search on this site, on CoffeeGeek.com, and on alt.coffee (
http://groups-beta.google.com/group/alt.coffee/topics) for Gaggia PID, you might have to do some sifting, but there is a lot of info out there.
Eric S.