Ah!!! Extension cords might be the root of your issue. There's been significant anecdotal responses from people who have noticed power fluctuations that affect the thermostat ... in fact, many manufacturers recommend not using them, even if it's a short run industrial-grade extension cord.
Here's a pretty succinct article referencing the issue of using extension cords with this type of application: http://www.amazingribs.com/BBQ_buyers_guide/smokers/electric_smokers.html