How Do I Install My Temperature Probes?

I recently bought a scythe kaze master ace 5.25" fan controller. Its a great product not only cause it can control up to four of my fans, but also because it can monitor my temperatures.
Here is what I am wondering, where are the ideal places for my temp monitors, and how do I install them.
I definatley want one on my CPU, one on my GPU, one on my HDD, and one monitoring my ambient temp. I suppose its easy on the HDD, because i'll just put it on top, but for my CPU, GPU, and ambient temp, I have no idea where to place them for accurate recordings. I have heard that since heat rises, the best place to have my ambient temp is on the top of my case, any thoughts on this? For my CPU and GPU I have no idea where to put them.
Lastly, once I find a place to put these temp monitors, how do I secure them? I suppose tape would be ideal, but what kind of tape, and how to i tape the probe without covering it and thereby throwing of its readings?
All help is appreciated!