I mounted mine under the dash to the right of the steering column inline with the gas pedal. It sits at about a 30 degree angel (+/-) and is out of the way, but still easy to reach for adjustment. I used the pocket mount, or whatever they call it and store the controller in the glove box when not in use. Very easy installation.
Since no else has suggested it, in my 2001 I removed the ashtray, pulled out the rails and mounted in the ashtray cavity. You can still use the prodigy "pocket" to mount.
The only tricky part is drilling the holes in a tight spot. I got a car stereo installer to drill the holes but a dremel with a right-angle attachment and a drill bit should work (good excuse to buy one).
It works much better than mounting under the steering wheel since I can see it more easily and can reach it without taking my eyes off the road, which is the LAST thing I'd want to do if I need to reach the brake controller in an emergency.
If you'd like picture, post a reply and I can chip the ice off my truck and snap a photo.
I have mine installed under the dash nearest to the center consile as many have suggested and like diesel dad, my dad has his mounted in his 2002 susburban in place of the tape deck. He tows an enclosed WW full of toys so he uses his trailer brake slider if/when he feels sway and it is much more accesible there where as I rarely ever use mine!
Here are some pics of my install. They make it look a little rougher than it really is. Some people have made a bezel for the top edge by cutting up the from of the ashtray with (you guessed it) a dremel.
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