Yes, you would put your thermostat probe between your UTH and the glass tank (if that's what you're using). Cover it completed with aluminum tape to keep it from reading incorrectly as cold/cool air can cause it to increase the power to the heat mat when it doesn't need to. The aluminum tape seals out the outside air and will allow for a more accurate reading. As far as your thermometer goes, you would need two probes, one for the hot/warm side and the other for the cool side. You can silicone them in place or use a hot glue gun to secure them to the bottom of the tank on the inside (glue/silicone the probe to the glass), where your snake would be located. The substrate would then cover the probe(s) which would be secured to the glass on the bottom of the tank/terrarium. If you cover the thermometer probes with silicone or hot glue, it keeps the snake from being able to dislodge them or urinate/spill water on them and give an inaccurate reading. A temp gun is a great tool as well as it can give you a snapshot reading of the temp on both sides of your tank where the thermometer probes might be off by a few degrees or more, depending on the brand and accuracy. Reptile Basics as well as Pro Exotics both sell temp guns that are affordable and accurate; both also have excellent customer service if you're in the market for a temp gun.
If you're using a tank/terrarium, here's a great thread to look over if you need some help on getting things set up correctly:
http://ball-pythons.net/forums/showt...p-w-pics-*DUW*
If you're going to be using a plastic tub (Rubbermaid, Sterilite, Vision, etc.), here's a thread to look over on how to accomplish that:
http://ball-pythons.net/forums/showt...e-Basics-*DUW*
Good luck and hope that helps! Take care.