What is the best way to attach TMP36 sensor to the copper coil? I am very new to this site and this question may not be strictly related to Arduino, but I do small Arduino project which needs to measure the temperature of the copper coil using TMP36GZ sensor.

What is the best way to glue it to the coil for best measurements?
Shoul I use silikone or epoxy? 
Should I take extra steps to ensure proper readings from the coil surface (f.ex.: using thermal paste)?
If you don't have to worry about conductivity from the electrical standpoint, you could use a thermal epoxy such as Arctic Silver which uses "microfine" particles of silver to conduct heat. It's a two part (redundant when using the term epoxy, I think) adhesive that is engineered to transfer heat, but may also short conductors. I've used the stuff and unless subject to intentional separating force, it holds well.