I recently stumbled up the
TF2 Sentry Heatmap Project. I don't know if you've seen any of the recent heat maps that have been circulating around, most of them just generally show where kills happen. But, in this project each official Valve map has three heat maps. One for sentry kills, one for sentry placements, and then a cross section of the two. The cross section is the important one, because the red areas basically mean that if you put a sentry there you'll generally get kills.
Study them and learn the areas that generate kills, then next time you play Engi, put a sentry in the spot you've seen, and watch your kills rack up.
(Just click the hyperlink to go the page, scroll down once you get there to see the maps.)
The Dustbowl Sentry Kill/Placement Heatmap