This GPU Gems article is a good overview of GPU volume rendering as well (http://developer.download.nvidia.com/books/HTML/gpugems/gpug...). Raymarching in the fragment shader is probably better on modern hardware than the approach outlined in GPU Gems but it's still worth a read.
That works fine as long as there's no physically-based emission (say based off temperature or heat blackbody).
Averaging (filtering) temperature values will give you slightly incorrect results at the edges. For WebGL stuff, that's probably not a problem, but it shows up in production offline rendering and needs to be dealt with differently.