The stock ('06)Ford sensors clamp in the center of the wheel as well. I had them removed from the wheels I have now. They used a big band clamp, and the sensor was glued in place as well.
I see what you mean about the sensors on the PP, they're .6 oz. each, and do look a bit bulky. I just did a quick search on each one, and didn't look closely at the prices. What I saw for the PP was just for the monitor. Turns out to be around $350. For that price I'd go with the Smartire instead.
Between the Hella and the Orange, I think the hella looks like the better unit according to Tire Rack. Curious about why its not recommended for cars with tinted windows, though.