There are several oxygen sensors, but either way, go to http://www.alldatadiy.com/ or http://www.bentleypublishers.com/ and get a repair manual. This can save you a lot of time and money, and it will help you with the next repair you decide to do.
this job is no picnic! a special socket is needed and depending on which sensor, maybe a box of band-aids. unless you can replace easy stuff like brakes,oil,etc i'd keep paying for replacement of sensor as the prefered option. no offense intended.