I prefer insulated (ungrounded) K type probes. The insulation keeps them isolated from electrical noise. I've tested with both, and have never had any problems with either, but I like the idea of knowing I'm not picking up and motor interference from the metal housing of the roaster. The down side is they're more expensive, and have s lightly slower response time that their uninsulated counterparts, but the insulated types are supposed to last longer.
Omega.com is a great source for thermocouples. They have a broad range of length and diameter options.
Also, if you decide to build Phidgets and also want to go with a spiral cord thermocouple, Grainger.com is a good source for the probe mini connectors and mounts. See snapshot of my Phidgets board.