The Reliance THP201 Phone Alert (about $85-110) is a very good device for the purpose. We've used one for 5 years now, and a friend who lives in Florida and has a summer house in Vermont has used one for many years also. You program up to 3 phone numbers to call if power goes out, the temp drops below 45deg., or the water sensor (if enabled) is activated. It calls for 10 rings and goes on to the next number. You can vary the delay from 5 up to 30 minutes, so you don't get a call for a temporary power outage. It instructs the caller on what to do --acknowledge, or turn it off, by pressing different keys to send a tone back to the device. It has battery
backup. The only glitch is if you have phone thru your cable modem, it may not work if cable goes out. If you have a standard wireline phone, it almost always works.
I can't tell you how many times when power was out for days and all the wireline phones worked, while most all of the cable phones were out, and most all of the cell sites were off after a couple of days after their batteries ran out.
But, all things considered, the Reliance THP201 is still the best item of this type.
And, Honeywell still makes the Winter Watchman (about $20-25) which turns on a lamp when the temp goes below the setting. But there must be someone watching your house for it to be effective.