That's a good idea, I have all mine routed through the hole in the firewall that is above the clutch, but Jakes way sounds much neater. I would definitely put the probe before the turbo if you're only going to have one. I had the analog gauge long before I got the attitude, but as long as I had two I decided I would figure out what the difference was.

 

I have mine in probably the hottest area of the manifold. Due to the pacbrake, this was the easiest location to install without dissassembling the entire exhaust system. The temp is certainly higher there which is just something I have to get used to. At idle or after a period of cooling down, she sits around 300 degrees.

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If you want the hottest area to put your pryo in at then installing it back by #6 is the hottest area we have on our engines or so I've been told over the past few years.