This work presents an experimental study of different components (resistors, diodes, transistors) in a standard 40-nm bulk CMOS process for their suitability as integrated cryogenic temperature sensors down to a temperature of 4.2K. It was found that most devices can be employed as sensors down to temperatures of approximately 50K, below which non-ideal effects such as non-linear behaviour and decreased sensitivity start to dominate. The Dynamic-Threshold MOS (DTMOS) was found to be a very promising candidate for its linearity, low forward-voltage-drop and sensitivity down to 8K. Moreover, as previous research indicated that cryogenic self-heating raises the local chip temperature to tens of Kelvins already at moderate power levels, the aforementioned sensing limitations at very low temperatures are expected to be of less importance in realistic applications. The results presented in this work contribute to the further integration of classical cryo-CMOS control electronics and qubits, towards a fully scalable quantum computer.