For me it really comes into the thing that I am measuring. If I want to know the temperature of a surface I use an infrared temperature gun.
If I want to know the ambient air temperature of an area I use the zoo med probes you have. They also work great for taking temps under water or buried underneath sand or other substrates. I use them for my red eared slider tank to measure water and in every tortoise enclosure I have to measure basking temps and ambient temps. They all work well within one to two degrees of each other.
In my rack I use the infrared thermometer to measure hot side UTH with and I use the probe to measure the cool side/ ambient temp.
Just sticking the probe under the paper towels in the tub will not give you an accurate measurement of what the hot sides surface temp really is, like chrid said.
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