Quite simple dude use LM35 because its o/p is linear and you can calibrate it easily.
For ADC you can use ADC0804 single channel 8 bit ADC.
For keypad even two switches are sufficient one for increment and another for decrement.
Instead of showing lights on/off on led use a relay, you will require relay driver circuit to drive the relay using which you can acutually turn on/off fan. check this link for relay driver circuit: http://www.dnatechindia.com/Tutorial/8051-Tutorial/Interfacing-Relay-to-Microcontroller.html