What are the options?
The stuff we use usually has a few options. They are: straight or 90 degree, standard (bullet style) or quick read (do NOT use one of these upstream of the turbo) and then the lead length. Since these are combinations, there are LOTS of options.
Either method grips the sensor the same. It is a compression fitting. The clamp on style uses a small part retained to the special clamp with a snap ring. Kind of Micky Mouse but they do hold up surprisingly well. If the sensor only comes with a clamp, you can get the rest at a hardware store.