YES it matters a great deal where the probe goes. Correct placement is on the outside of the enclosure in direct contact with the UTH (typically sandwiched between the heating element and the bottom of the terrarium). Placing it inside of the enclosure is just asking for trouble, meaning that there are too many factors that will interfere with accurate and reliable temperature control.
Between the two thermostats you linked to, the technology is basically the same - they're both on/off style thermostats. The Hydrofarm gets thrown around as an inexpensive "starter" thermostat. For my money though, I'd highly recommend looking into a proportional thermostat such as a Herpstat. Instead of full on and full off, the proportional-style only supplies the perfect amount of consistent power to bring your UTH to the right temperature. They're a far more accurate and reliable design that will let you sleep better at night knowing your animals are well taken care of.
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