While using this forum I've noticed two approaches on sensor placement - one is what Gints mentions, no explanation needed - another, mentioned by some other power users, is exactly opposite - to place it as far away from throttle towards air filter, as possible, with the logic that air doesn't heat up considerably in intake. I'm currently experimenting with this approach with my golf, since it is way easier to drill holes in air filter box than in intake manifold
Recently I found out that even sensor installed in filter box in front of outlet can be affected by heat soak quite enough, so looks like it has to be put at the inlet of filter box.
In case I won't be able to get satisfactory results [max 1-2% lean when leaving supermarket after shopping] , I'll return to metalworking tools to place sensor in some intake runner...