They certainly can create steam/mist, which would probably be from temperature control; Katara does that when she does the Painted Lady thing. There seems to be a fair amount of debate as to whether she's changing the state of the water or the temperature; it'stemperature. It's possible that the steam thing she did was just causing rapid evaporation or calling the steam from somewhere else or condensing the steam that was already in the air.
In any case, I don't think they must be able to make water hot on a whim, otherwise surely the waterbenders would sew tiny hot water bottles into their clothes to heat up and warm their toes living on the poles like they do. Plus being able to throw boiling water around would make waterbenders way more overpowered than they already are as the only ones with healing powers.
