I've always just attached thermal probes to the heatsink.
I also think that putting the thermal probe for your case at the top would be beneficial because hot air rises, and you'll get a more accurate reading in my opinion than placing it in the bottom or in a spot where a fan is blowing air on it.
Intel C2D E6320 / AMD Athlon X2 3800+
Gigabyte 965P DS3 / DFI nF4 Ultra-D
2GB OCZ Gold PC2-6400 / 2GB OCZ Gold PC4000
eVGA 8800GTS 320MB / eVGA 6800GS 256MB
150GB Raptor / 74GB Raptor
2x500GB / 320GB
OCZ GameXStreme 850w / OCZ StealthXStream 600w