The "L" shaped probe is longer, so goes nearer to the gas path through the manifold. The short probe would suit mounting on a different style of manifold where you could be sure the tip was in the gas flow. The mounting is also better IMO.
As for fitting, I usually mount them under the dash switch pod, the one with the cruise switch in it. A cable tie passed through two 6mm holes drilled under the switch pod will secure it. I don't do fancy, I do "it works" .:D

