if your external module need no more than 1mA and the total capacitance at the supply input is no higher than 470nF, you can supply it from the pin. You should keep in mind that there is also a series resistor. It is 330R on hSensor port pins, and 1k on hServo signal pins. With 330R and 1mA you will lose 0,33V, so the effective voltage will be between 2,8 and 3V.
The second idea is much better, the only challenge is that you have to solder wires there. But you can draw 50mA from there, or even 250mA for the newer versions of Raspberry.