When I first start fermentation, I don't put the probe in the thermowell in the carboy. It makes the freezer (I use chest freezers for fermentation) get too cold in order to get the liquid temp down. I just let the probe hang loosely in the freezer, usually partially touching the inside wall of the freezer. The freezer turns off and on fairly often with the probe just hanging loosely, but the inside of the freezer (not the carboy) never gets too cold. Once everything has normalized after about 24 hours, I stick the probe in the thermowell and begin controlling to the fermenting wort temp.
I dont get frozen airlocks or overshoot cooling. I want the yeast to take off and not get too cold initially.