The most suitable device for you would be the TC-08 Thermocouple Data Logger (USB):http://www.picotech.com/thermocouple.html
A Single Channel Terminal Board can also be used with the device which will allow you to connect a 4-20mA sensor to it. You would need to connect 5 of these devices to the TC-08 device.
Further information on the board may be found in the manual:http://www.picotech.com/document/pdf/SmallTerminalBoardUsersGuide-2.pdf
Details of the thermocouples that we sell can be found at:http://www.picotech.com/thermocouples.html
You can connect two of these devices to a PC and view the data using our PicoLog software. This can be downloaded for free from:http://www.picotech.com/software.html
In step 1, select the TC-08 (USB), then in step 2 select PicoLog R5.22.4.
Hope this helps.