Foraminifera
Foraminifera date back to the Cambrian Period, 500 million years ago. These simple organisms, with shells that are technically known as "tests," are found throughout the world's seas, including in the deepest parts of the ocean--the Mariana Trench and the Challenger Deep. Even the limestone in the Egyptian pyramids contains foram remains, the ancient historian Herodotus noted.

Because these creatures go way back, they can provide a deeper record into the past than any of the other approaches listed here. This 2001 paper in Science used the record of carbon and oxygen isotopes in foraminifera to reconstruct the climate rhythms of the last 65 million years.
Image: Wikimedia Commons / Mark A. Wilson