How can I neatly install temperature probes in my ductwork?
I would probably use a strain relief connector (aka dome connector):



There have a rubber grommet in the middle that compresses down around the wire when you tighten it, forming an air-tight seal. Some also have a gasket around the nut at the bottom. These are really easy to install (just require a 3/8" hole), pretty cheap, and available at the box stores.