I've always done it the same way, Al - dangling my probe out there in the open air. Some folks on here do the tape-to-the-fermenter routine.
The thermocouple on my current controller is not easily attached to a carboy for testing this method. Yes, my probe is long and rigid. It's also attached to the controller with a conductor that resembles solder, so I don't like to change its shape at all because I worry about it getting brittle and breaking.
But, as you can see in that previously-linked-to thread, I have a new controller that has a sensor with a flexible connection. I did attach it to the fermenter on the last batch I did (while the old controller did the controlling), and I'm worried about its temperature-reading accuracy. Well, it could be the old one that's bad (who's calibrating whom?), but the old one has a tried and true history of great beer under its belt. The new one ... it scares me to turn over a batch of brew to it.
I have resigned myself (just now, actually) to give it control of my next batch. We'll see....