I find the best way is to use either a deep socket or box wrench on
the old sensor after heating the manifold/pipe it is mounted in.
Generally, to get one of those wrenches on it you will have to cut the
cable off the old sensor.  No turning back...

Installing the new one can be done with an open end wrench or one of
those split sockets as you will not be using near the amount of force.

-Fred W