best place to mount shock sensor?

KarTuneMan, you're right! It's hard to find!

I used to try it on a large harness, behind the stereo and inside the dash panel. Now I put it on the metal plate under dash by thin double-sided tape, which is the best place ever I feel. But is it popular to be tied to steering column?

DEI recommends mounting the "included" shock sensor with most of their alarms to the steering column very tightly with very strong lock tie wraps.  I believe that this is because a solid surface will pick up vibration easier than a wire loom or anything else.  These surfaces will absorb a degree of vibration/shock.  

The ideal place would be to MOUNT (with screws) the shock sensor flat against the inside of the firewall.  You will want as much of the "flat back" of the sensor to be in contact with the firewall as possible.  The more contact that the sensor has with the surface of the car that it's mounted to, the more sensitive your sensor will be. 

The idea is to then set the sensor as sensitive as possible without producing undesirable falsing.  Installers must understand that this is going to take some time and patience.  Most installers (to get the job done quickly) set the shock sensor where it's not sensitive enough (because they do not want a returning customer complaining of false shock alerts).  If you're installing your own alarm, you should have the time and 'care' to take your time and adjust the sensor little by little over a few days (assuming the sensor is easily accesible - recommended) and in this way, you can custom set the sensor to your circumstances. 

However, hands down, a HARD SOLID FLAT surface is going to be your VERY BEST bet for achieving the maximum sensitivity from a shock sensor.  Sensitivity is GOOD.  I paid over $500 for a top notch Clifford alarm with an omni-shock sensor.  I don't state this to brag, but only to point out that those who want the very best protection for their vehicle even pay extra for sensitivity.  Don't "throw away" your sensitivity of your sensor by mounting it to a wire bunch or by suspending it in mid air under the dash where it will "feel" very little vibration.

My $.02