Go to any parts store and ask them for an OEM replacement. Usually it will
have a mating harness attached. If it's too expensive, then ask them for a
generic, and make a note of how the OEN is wired, with attention paid to
the connector "key" to make sure you get the wires in the right palces
(note: the heater wires don't matter...THEY can be reversed...)

Then get the old one out. In my '95 Tercel (same car, different body) I
gave up after 45 minutes, and let a friend with a shop do it. He charged
$25, well worth it. He had to TORCH the damn thing out, and make up a tool
to get it once it was torched!

Access to the connector is located on the passenger's side, under the
carpet near the console. You'll probably have to remove the bezel
surrounding the radio, and the console in order to free the carpet enough
to get in there.

Or, take it to a shop you trust and pay $25!   ;)

I couldn't find the car on AutoZone's online free repair guide, so
check your local Pep Boys for a Haynes manual. In general follow the
exhaust pipe. Autozone has free loaner sensor sockets.

Autozone lists: Bosch 12201 $56.99 with the OE connector; 12210
universal (you have to splice the wires) costs $46.99. Took an extra 30
minutes on the first try for a 4-wire heated sensor (the only way I
could get a planar type in that case). Bosch is the best in class. I'd
stay away from Denso sensors.

http://www.boschautoparts.com/Products/OxygenSensors/

Your car ought to have one sensor, and it will be mounted to the exhaust
manifold (header) in a location ahead of the cat, but after where all of the
exhaust ports come together. There is a "special" socket that you _might_
need, this socket has one side cut out to accomodate the wire harness that
is part of the sensor.

Replacing the sensor is a lot like replacing a spark plug, the socket looks
similar to a spark plug socket with a side missing. You should use
anti-seize compound on the threads of the sensor, but be careful to NOT get
the compound on the sensor tip.

I get Bosch sensors when I need them. I've only bought two or three, and
they've always worked right, right out of the box. You want to be sure to
get one that does not require to splice wires. I've heard reports that the
"universal" type of sensor is not very reliable, and it pays dividends to
get the one specific for your app,lication.