I mounted mine in the exhaust after the muffler. This isn't a picture of mine (I think I got it off of a different thread on this message board). I had mine welded at about 10 O'clock rather than 9 O'clock as shown here. I seem to remember you want it pointing down to avoid condensation forming on the sensor. If you don't like that solution, I've another picture I downloaded that will give you other ideas. Credit to the photos from past posters on this forum (sorry, I don't remember exactly who originally posted them).
Dave