#1 heated Oxygen sensor is located on the exhaust manifold just before the flange to exhaust pipe inside the engine compartment. Look at the exhaust manifold nearest the firewall (dash). You'll see what appears to be a spark plug like devise that's screwed into the manifold near the flange that attaches to the exhaust pipe. It has an insulated electrical wire extending from its top.
You can access it from under the passenger side at the rear of the front tire. Unfortunately it is oriented on the top of the exhaust pipe and very difficult to get at even with an oxygen sensor wrench on. Try a 7/8" combo. Make sure there are no other engine codes present because this sensor will set code P0171 SYSTEM TOO LEAN BANK 1 SENSOR 1 as a secondary fault when you have a vacuum leak or failed coil pack on one or more of cylinders 1-4 as they are on bank 1 which is the right (passenger) side off the engine. I have seen lean codes go away without replacing the O2 sensor if the real cause is fixed first. The vacuum leak is a less likely culprit if only one bank has an O2 sensor leak.