Hi radi8or. This depends on the type of sensor. Does the sensor have to have close contact with one of the board components or is it sensing the temperature in the vicinity of the board. Also do you want to be able to remove the sensor at a later date.
A few years ago when I worked for a living as an electronics engineer, we often used Locktite Tak-Pak click here. This is a Cyanoacrilate adhesive (like superglue) that came as a 2-part kit with adhesive and activator, but this would be very expensive if you only want to stick one component. For most purposes a rapid epoxy adhesive such as Araldite Rapid would do just as well. You don't need a super conductivity adhesive because you ar enot transfering a large amount of heat as in a processor heatsink, but you can get thermally conductive epoxy. If you are only measuring the air temperature in the vicinity, then a double sided adhesive foam pad such as Sellotape Sticky Fixers may be strong enough, and you can then also remove the sensor later if you need to.