When installing an EGT probe you have two options; pre or post turbo (assuming that you do have a turbo).
Pre turbo will give you the most accurate indication of exhaust temperature, but the values will be very "fluid", as measuring at this location will normally see quick changes in temperature. This is the temperature that is hitting the vanes of the turbo, so it's probably the most useful. However... be very sure that you are buying and installing a high quality probe if doing it pre turbo. If this probe were to fall apart it would likely do some serious damage to the turbo.
Also, if you plan on doing an "in situ" install and this requires drilling a hole in the manifold for the probe fitting, be mindful that any debris that goes into the manifold will also have to go past the turbo vanes. If you cannot remove the manifold to do the install (which is definitely the safest method for doing a pre turbo EGT install) and you want a pre turbo EGT setup, you can drill the hole with the engine running. This in no way ensures that you will stop 100% of the debris getting into the manifold, but the pressure in the manifold will help blow debris out, rather than it simply falling in.
A post turbo EGT install is definitely easier, but you will see significantly different temperatures when read here. The probe should be no further than 6" from the turbo, but the closer the better. Debris is not as much of a concern post turbo, as it only has to go through is the exhaust brake and the rest of the exhaust system, in which there is nothing that can really get damaged. Again, drilling the hole when the engine is running is probably advisable.
A post turbo EGT installation is not as accurate as a pre turbo install, but it can still give you a good indication of how hot things are running.