This one looks like it is on top of the exhaust manifold. What has to be r&r'd to get access to it?
Change Oxygen Sensor Bank 2 Sensor 1 on 2000 Mercedes-Benz C43 AMG
Once your are SURE that you have the correct sensor located, i.e bank 1 vs bank 2, then you basically use your wits and remove as much as you have to remove. Having the car up on a lift can help, because you can often get to the sensor from underneath.