Right now, it's just taped to whichever keg is fullest. At some point, I'd like to seal it inside something with a bit more thermal mass.
Interesting, I hadn't really thought of that before but just read this post by zachattack in another thread which seems like a good way to go, so maybe I'll give this a try:
"I ... drilled a hole in the lid of an old White Labs vial. Ran the probe through the lid, and filled the vial with sand. Now the probe is surrounded by dry thermal mass, so no worries about water etc. getting in and ruining the probe after a while. I just have mine on the floor next to the kegs."