Tap into the sump (requires you to remove sump PITA)
You can also get little sump plug screws that have a hollow centre that you screw the probe into. Greddy make them, not sure if they are the same thread as what you have. http://www.importbitz.com.au/electronicnew.htm
Alternativly if you have an oil cooler or remote mount oil filter they can also plum in there, with the correct fitting.