Placement of probe doesn't really matter. What you are monitoring is your temp in the cage. So if you want your hot side set at 92 degrees, then wherever your probe is, you set your thermostat to whatever it needs to be so your air temp is measuring 92.
If you are using it with an under tank heater, then you would put the probe between the pad and the tank.
You should only plug in one device to your thermostat, unless it is designed to accept more.
I use a Hydrofarm with a ceramic heat emitter. You can get them on Ebay for around $35. The more expensive brands are nice too, just depends on what you want to use and what the model offers. For me, the Hydrofarm has always worked well.
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