Hi Tim,
There isn't a universal spot that is best for everyone. It really depends on where you intend to mount the engine monitor portion of the system. If using the skyview engine module you also have some flexibility there. If it's on the pilots side, then that's where to run them through..same if it's on the other side. Run the EGT/CHT through one penetration and the sensor wires through another. How you do it is almost like primers/taildragger/sliding canopy, but as long as you keep the wires protected and the hole sealed you'll be good! Best to keep them on the upper portion of the firewall just for ease of maintenance/routing.
Cheers,
Stein