Finding a good place to mount a sensor in some locations, like an already crowded cryostat, is never easy. In general, a setup where the entire load and sample is at the same temperature is the goal. Unfortunately, this may not always be possible, resulting in temperature gradients (differences in temperature). These exist because there is seldom perfect balance between the cooling source and heat sources. Even in a well-controlled system, unwanted heat sources like thermal radiation and heat conducting through mounting structures can cause gradients. So for the best temperature measurement accuracy, position sensors near the sample, so that little or no heat flows between the sample and sensor.
But keep in mind: This may not be the best location for temperature control. The best control stability is achieved when the feedback sensor is near both the heater and cooling source to reduce thermal lag. And if both control stability and measurement accuracy are critical, it may be necessary for you to use two sensors—one for each function. Many temperature controllers, like the Lake Shore Model 336, have multiple sensor inputs for this very reason.