I've generally hidden mine - no container needed that way.
For the ones on the heating system, they're taped to the pipes and wrapped with insulation (to ensure they're measuring the pipe temp and are not influenced too much by the ambient temp).
For the "room" temp sensors, I've arbitrarily selected something to call "room temperature", and I've attached the sensor to that. In one room, that was simple -- it's taped behind the thermostat, where while it may not read the real room temperature, at least it should track whatever it is that the thermostat is sensing. For another, the wiring comes into the room with the TV and network bundle of cables, and I've glued the sensor to the baseboard behind the cabinet -- it may not read room temperature, but it's close enough for my needs. Most of the others are similarly done; my reasoning is that there is no such thing as room temperature; the temperature varies throughout a given room, and therefore as long as I avoid obvious trouble spots such as external walls and windows, heating/cooling vents, and the like, any place I can put the sensor where it can't be easily seen is just fine.