My setup was sort of accidental, but I like it...
I already had a Fluker's thermometer/hygrometer that I had mounted in the middle of the enclosure (I use a 20L glass setup), then I read on here that you should get the kind with probes... I was going to get the Acurite combo, but the Wal-Mart here was out of them. Since I already had a humidity measurement, I got two Acurite regular theremometers (that don't have the hygrometer built in). They were $7 each, and each has its own probe so I don't have to put the unit inside the enclosure. I left the Fluker's in there, but put it more at ground level.
So for $2 more (assuming you already have the Fluker's, that is) you can get separate probes and not have to put your thermometer in harm's (or poo's) way.
There may be some benefit to having a humidity measure inside the hides, but I haven't heard anyone say so, and his last shed was in one piece using the Fluker's as a reference to keep it above 70%.