We have heard the "stories" too. Personally, I have been with Geno's Garage, selling EGT gauges, for 7-1/2 years, and have heard that concern dozens of times. I have yet to hear it from someone who has actually had it happen to him! We have sold, literally, thousands of EGT gauges and have NEVER had a single thermocouple break, and do other damage.
As far as pre- or post-turbo mount of the thermocouple, do what makes you feel most comfortable. Some will tell you that post-turbo mount is inaccurate, or unuseable. That is a misunderstanding of what the gauge is telling you. The turbo uses heat energy, so post-turbo temperatures will be lower than pre-turbo temperatures. Post-turbo mounted thermocouples will give an accurate reading of post-turbo temperatures. Someone previously suggested that with a post-turbo mounted thermocouple you are only guessing at the pre-turbo temprature. That is correct. If you want to know what the pre-turbo temperature is, install the thermocouple pre-turbo, in the exhaust manifold.
Regardless of where you mount the thermocouple, you will be reading temperatures across a wide range. The purpose for monitoring these temperatures is to watch for "heating trends" (watch for temperatures higher, or lower, than you normally experience under similar conditions). Don't let others scare you into thinking that EGTs above 1250 will melt the aluminum in the engine. If that were the case, VERY few of the Dodge/Cummins trucks would be on the road today (aluminum actually melts at around 1220 degrees). Remember that you are reading AIR that is being rapidly compressed, and super-heated through compression. You are not reading the temperature of the engine's aluminum components. Try keeping the EGTs below temperatures high enough to reduce the service life of engine/exhaust components, around 1250-1350 (pre-turbo), or 1000-1100 (post-turbo). These temperatures will be easy to stay below on a stock truck, with no load. Start adding performance fueling components, heavy loads, and/or very hot outside air temperatures, and you will approach, or exceed these temperatures easily, but with an EGT gauge, you will know when you have reached these temperatures, and can take steps to reduce them.
The debate between pre- vs. post-turbo installation is as alive and strong as the Coke vs. Pepsi debate. Install the thermocouple where you want, and drink the cola of your choice.
Geno's garage suggests mounting pre-turbo for monitoring of the hottest temperatures in the exhaust system, and ease of access to your installation point.
Hope this helps.
~Andy