Michael,
Yes the Thermapen's are expensive, but they're different use. They do make a remote Probe type, what your link points to is the "instant read" type.
I have that very one (in fact I have 3 thermopens). That one I bought with a coiled extension and small probe (it's real tiny, juices don't come squirting out when I check) but that creates a different problem. I need to buy the larger probe for it, as I use the "poke and prod" method of determining doneness.
The biggest complaint about the wired probes is that moisture gets down into them.
I HIGHLY recommend, going to radio shack, get some high temp shrink tubing and seal it off as soon as you buy it. Water gets in the thermocouple and causes it to short out.
OR...it's just a cheap on to begin with