I was in a similar situation with NB once. I knew I had "the upper hand" since it was their mistake, but I wasn't trying to jack them over either. In my case they sent me a better item than what I had ordered, but I actually needed that lesser item.
The winning strategy is called "BATNA". Best alternative to a negotiated agreement. In your case, your best alternative is to keep the more expensive thermometer. Their best alternative is to insist upon its return, pay for shipping, pay for the manpower to deal with you and the restocking of said item and then to send you back the item you are entitled to.. and hope that you actually return it. Anything that falls above their BATNA ought to be an extremely desirable outcome to them. And most likely, there's a LOT of latitude there. So call them and when you do, say, "I'd be happy to keep it.. but I still want those videos. Can we compromise and I'll just pay an extra $xx for the videos shipped to my door?"
If your offer is better than their BATNA, and gives them additional profit over you just keeping the thermometer and walking away, any competent, rational CSR will agree to it.
Every time I catch a business in a screw-up, the first thing I do is offer to spend MORE money to rectify the situation. And, being a poor slob, most of the time, my offer kinda breaks my bank a little... "Well, I really didn't want to spend this much, otherwise I would have just ordered it to begin with. but... since we're in this bind, what if I gave you some extra money in exchange for..." In that case, they will practically give you ANYTHING you ask for if it makes them just a couple of extra dollars. It's better to resolve a conflict by making an extra $50 (and have a very satisfied customer), than saving $10 and having somebody talking about the hassle they went through.
I once got sent the wrong laptop computer. After contacting customer support, I ordered a second one at barely-above-cost in exchange for keeping the first one. They probably made an extra twenty bucks off me as a result. And I saved a few hundred off the price of two laptops. I pose the situation as this: We can quibble over you owing me a hundred bucks... or I'll place another order and you will make a very tiny additional profit. Which would you prefer? Lose the hundred that you rightfully owe me? or make an extra $20 on top of it?
When I bought my first motorcycle, I negotiated a killer deal and once it was all said and done, I paused before signing and said, "Well, this deal isn't good enough. I want to give you more money. What do you say we ADD $250 to the price? I want to give you an ADDITIONAL $250 over what we just agreed upon and shook hands on... in exchange for $500 in accessories..." He shrugged. The markup on that stuff (retail) is huge. But with that deal, now I could buy the stuff in his store for a little less than the internet price. Yeah... I spent more with HIM, for stuff I had to buy anyway and could have bought over the internet. It was probably a wash for him. But the sales manager left smiling and still liked me because I bought a bike from him and churned some inventory... and I felt even better about the deal because I could buy the accessories right then and there without getting ripped off on the price or having to deal with buying off the internet. I basically got a few things at cost. It's better to give up a few things at no cost, than to give you money back that they've already counted in their pockets. Isn't that logical and totally awesome? Spend MORE with them when they screw up and you have an AWESOME bargaining position! If you propose something extra that makes them another dime and saves you a dollar, they will be hard-pressed to say no!
I remember that manager looked at me with this really surprised look. I just negotiated a $6,500 deal and then once he agreed, I suggested I give him MORE money. But he realized I wasn't hurting his bottom line... I was just getting some stuff "at close to cost". He knew his profit was secure from the bike deal. I wasn't costing him anything. In fact, my offer was a SLIGHT benefit in terms of churned inventory. The guy is happy to sell the bike. Is he going to negotiate hard over the fact that I want to make him only the tiniest bit more profit? Nah... He'll jump on it!
That's negotiating gold right there!