The Washington University at St. Louis' neuromuscular website has a nice chart of types of nerve fibers:

http://neuromuscular.wustl.edu/nother/axon.htm

All of the C-fibers are unmyelinated; they are often referred to as "free" nerve endings, and they sense many different types of pain and temperature fluctuations. These are usually the ones examined in a skin biopsy. There are a few slighly thicker, "lightly" myelinated fibers that contribute to the sense of cooling and to sharp pain, but most of the pain/temperature loop goes through the C fibers.