Its behind the alternator on the intake manifold down next to where the thermostat housing is (if looking at your engine from the front). But, depending on the year of your truck, you may have one or two.
-On some '98, some '97, and all '96 and older, there should two (one is a sensor, one is a sending unit). One is for the PCM (the ECT sensor) and the other one is for the temp gauge and warning light (a sending unit). The one to the left of the thermostat housing is for the sending unit, and the port just behind and to the right of the t-stat housing is for the ECT.
-On some '97, some '98 and all '99 and newer trucks, there is just one that does both jobs (sensor and sender) and it should be to the left of the t-stat housing.