We discuss recent advances in the calculation of thermodynamic observables
using improved actions. In particular, we discuss the calculation of the
equation of state of the SU(3) gauge theory, the critical temperature in units
of the string tension, the surface tension and the latent heat at the
deconfinement transition. We also present first results from a calculation of
the equation of state for four-flavour QCD using an O(a^2) improved staggered
fermion action and discuss possible further improvements of the staggered
fermion action.Comment: 11 pages, LaTeX2e File, 10 Postscript figures; error quoted in Eq.6,
labeling of Fig.1 and caption of Fig.2 have been correcte
