There's not a single location for this sensor; there's usually one or more EGT sensors in the exhaust manifold or up-pipe (before the turbocharger) depending on the engine configuration (6.0L Powerstroke?). You'll need to consult a repair manual specific to your 2004 F-250's 6.0L Powerstroke engine to locate the exact position(s) of the EGT sensor(s). A diagram showing the sensor location will be very helpful.