How to best connect a temperature sensor to an aluminum block?

A lot will depend on the size of your aluminum block. The bare sensor takes more work to connect reliably, but for blocks less than (say) 2" x 2" x 2", it will give significantly faster response times than the encapsulated versions. For the prepackaged units, you're best off drilling a hole in the block and inserting the tube, or you can make a clamp for it. Be careful, whichever technique you use, to get good thermal contact - this generally means a lot of surface area in contact with the block.

If you go with the bare sensor, almost any expoxy will do. Just make sure you apply pressure to the sensor and squeeze out as much epoxy as possible. There's no need to worry about silver paste or anything like that, since there is almost no heat flow through the sensor. But make sure you also make a cable clamp to securely hold your wires to the block, so you don't accidentally rip them off. That means drilling (and tapping if necessary) holes to provide a strong attachment.

I currently have the waterproof sensor. Keep in mind it has a plastic cylinder at the end, which would be hard to hot glue/epoxy, though it would still be possible. I just use mine to sit outside and monitor that temperature. Also, The first one HAS NO CORD. you would need a little more work connecting it. Unless you're playing with high voltage, you won't need the third one. That's for industrial purposes.

If it absolutely must not move, then the best is to tap a hole in the aluminum block and either use a sensor with a screw thread in it or use a bolt/washer to secure the sensor. Be sure of course to use some thermal grease.