System Modeling for Control Systems
I've also had this problem...even though I've done controls work for a living.  My part of the controls work has been dealing with what the system identification guys give me, so I never developed that skill as well as I wanted.  After a while, I've picked up a couple of additional books and relearned how to do it in some cases.  

The method that I use is by constructing lagrangian equations that describe the system.  The lagrangian describes the kinetic and potential energy in a system.  I've found that Control system design: An Introduction to state-space methods (cheap) actually has a decent reference for performing system identification.  I recommend going through all of the examples and problems in chapter 2.  

Additionally, the thermal problem you describe can be handled by converting the components of the model to electrical equivalents. This can be found in the book or by doing a bit of googling.