I use Open Hardware Monitor
It’s not the most full-featured hardware monitor out there, but it’s the only one I know of that has a customizable gadget that can be displayed on top of other running programs.
I have my gadget set to show me CPU Core Temp, GPU Core Temp, GPU Load in realtime. Just the basics, but you can add any monitored parameter to it. The gadget is very small, and can be positioned anywhere on the desktop.
I also use CPU-Z HWMonitor when I want to take a deeper dive into just about everything. No gadget, though…