Here is the text version, and I will get the photo location also. "It is located in the rear fuse block in the passenger compartment under the rear seat."
In the right side fuse box (passenger side).
A portion of the fuse box: 
If this isn't enough visual, let me know. Hope that helps.
Box layout: 
The whole right side fuse box layout: 
This will be better to read. 
Guess the site only allows so large. Sorry for that.
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SOURCE: 2003 cadillac cts coolant temperature sensor
I cant find a pic of the loctation.
It is under the intake in the back in the coolant bridge it is not bad
to change if you are not affaid to take the intakes off but to get to
it you have to take the intake off
SOURCE: Burning rubber smell inside car-2003 CTS Cadillac
Diagnosing this will be subject to a process of elimination. It could be the radio, blower motor or any other accessory particularly ones with moving parts; Try switching those off and try to note when this problem occurs and what is on/whatyou are doing. Something is getting hot causing the smell so it will be a situation where the accessory will have to run a while before doing it. It is a possibility that there is an electical curcuit overheating, but less likely. Lets rule out accessories first and give us an update. GL
SOURCE: CD Mechanical Error on 2003 Cadillac CTS
take the radio apart and take them out one by one, i just fixed my yesterday
SOURCE: The AM/FM radio in my 2003 cadillac CTS faded to only static
check antenna cable connections at radio & antenna.suspect power antenna if equipped.
SOURCE: Replace 2005 Cadillac CTS water pump
drain the coolant.remove belt by rotating belt tensioner cllockwise. water pump pulley will require a holding tool to keep it from turning while removing bolts. access to air ratchet can sometimes eliminate the need to hold but be careful cause thats a good way to skin some knuckles. also make installation more difficult to obtain proper torque. after pulley is off just a few water pupm mounting bolts remain. clean and dry gasket surface very well before reinstalling.
Testimonial: "Very quick with a response, and good info!"
OK, look for the 20 amp fuse that says "I/P OUTLET" and the relay that says CIGAR RELAY in this picture (relay is below the highlighted "HDLP WASH RELAY MINI--OPT"// the fuse is to the right of the highlighted relay.
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