Apologies for restarting and old thread, but the tutorial is an excellent one and worth keeping in play (I expecially like the suggestion to practice on a similar, but easier to reach, connector before attempting the connector for the sensor).
I found it much easier to use a ($4 bargain import tool store) 22mm box end wrench, as the OP did, rather than one of those crowfoot gadgets or slotted sockets made specifically for sensors. There really isn't much room to use a ratchet drive, and even if you can squeeze on in it will be difficult to apply the necessary torque to loosen rusted-in sensor. The 22mm slips on easily, with the handle hanging down below the bottom of the car, making it easy to apply however much force is necessary .
I used the $36-at-Amazon univeral Denso sensor. I started out by trying to solder it, but the solder wouldn't stick to the wire so I decided I'd rather have a good crimped connection than a bad soldered one and used the crimp connectors provided. I was glad I did - the connectors seemed very good quality, and the shrink tube the deluxe kind that has a heat-activated sealant inside to make a completely waterproof seal, so they should make a durable connection that will last as long as the sensor. One thing you should not approach the job without is a good crimper - not one of those cheap stamped ones that come packaged with $4.99 connector assortments, and especially not a vise grip or regular pliers. I used a nice $6 forged steel one, from the same bargain import tool shop where I got my 22mm box end.