A general consensus would be 2 inch to 4 inches from the cylinder head if practical. But it's your car so it's your decision.
For turbo engines be sure to CLEAN ALL METAL FILINGS out of the exhaust manifold. Metal filings will damage the turbo impeller if they go through the turbo.
Please keep in mind when installing multiple EGT probes that consistency in distance is important. Plan this out before you start drilling holes!
NOTE: Should there be doubt concerning specific placement of the probe, you should check with the engine manufacturer, your engine builder, or your Tuner.
