I'm assuming that I can pickup a sheath somewhere to put my Thermocouples in, so I can put some of them in the meat, hand in the smoker, etc.
Normally a thermocouple and it's sheath is a potted assembly. When you have just a simple wire thermocouple you normally just place it inside a pipe or tube that has it's 'hot' end sealed, and that piece of pipe is called a thermoweld. You do have to make sure the temperature rating for the wire insulation used in your thermocouple can handle the temps it will see inside the thermoweld. The best general information site I've found for thermocouples is the omega.com site, they sell a ton of related stuff but do have a lot of good general purpose reference material on such sensors.http://www.omega.com/temperature/tsc.html