Hey I've been wondering about this for quite a while, I know its really best to put it outside the tank between the glass and UTH, but I've never found a way to get it right. The probe for my thermostat's about 1cm diameter, and my UTH wont stick properly with it in between. And I'm paranoid about bending the UTH.
Right now i have it inside the tank on the glass floor, under a big plastic sheet, then 1 sheet of newspaper, then the aspen. Just so that I give it no chance of losing temperature from piss or poop or getting wet.