How to wire a thermostat with an external 24V transformer

You should be able to connect to any of the blue wires, or to the chassis where the transformer is bonded. I wouldn't use the HUM terminal, unless you've looked at the schematic and determined that it's connected directly to the transformer. If you include the model number, or a photo of the schematic. We'd be able to tell you for sure.

If you're supplying an A/C unit contactor, the furnace circuit board, and an exhaust fan from this transformer. You may find that it doesn't have the power to also supply a thermostat. There may be no problem at all, but it's something to be aware of.

There should already be a transformer on the unit. I believe it's on the back of the unit, mounted to a junction box. There should be two exposed terminals on the transformer. One is R, and the other is C. To determine which is which, use a volt/multimeter to measure AC volts between the R wire going to the thermostat and the transformer terminals. One terminal will measure 24 volts, while the other will measure 0 volts. The terminal that gave you 24 VAC, is the C terminal. Run a wire from that terminal, to the thermostat C terminal.