Ideally they should go in at the 12 O'clock position. With underbody headers there's usually enough room to fit at the 10 and 2 O'clock positions. The instructions will tell you to fit the sensors pointing down as much as possible to stop water/condensation forming in the sensors as it contaminates them.
Also remember that everytime you switch the car on, the sensors will heat up. So don't leave the little plastic protectors on them when you switch the car on, they will melt. Don't ask me how I know