I sat a five gallon plastic cube on top of the compressor hump in my keezer to add thermal mass. I also secured the probe from the controller to the side of the plastic cube. I taped the probe to a 6 inch square of the reflex bubble insulation and then secured the insulation / temp probe sandwich to the cube with bungee cords.
About a week ago, I used my digital thermometer and checked the temp of two different kegs and the water in the cube. They were with in 0.5F of each other, with the cube being the coolest. The measurement of the cube was with in 0.2F of the setpoint. I run the keezer at 42F +- 2F with a single stage Johnson controller.
For a keezer, I think that taping the probe to the side of a container is fine... as long as you always have liquid at the level of the probe. I would believe in a fermentation chamber that using a thermowell might produce a better measurement, but from what I've read and heard in podcasts the temp delta is only a degree or two.