I personally put the probe in the egg box. Theoretically you should have an even temperature throughout, especially if you have good insulation and something in there to help retain/stabilize heat (eg water bottles, bricks). But I want to know what the temp is inside the box where the eggs are and have temps adjust to that, not what the temps are outside the box.

And I'd put it towards the middle of the rack so you get a more "average" temperature. If its near the top, then that might cause the bottom to be a little cooler, and vice versa. Though with fans, shouldn't be an issue, but I'd still put it towards the middle. I also do that on my racks that way.