Removing oxygen sensor
This is not a fun thing under any circumstances. Here are some tips to make it easier.
Use tool or socket that is 6 point (hex). You can put lots more torque on it than a 12 point without stripping the head.
Use a 6 point box end wrench if you can and thread it over the wires. Slotted sockets and wrenches will spring open and slip, ruining the hex head on the sensor.
Dont force it. If it is stuck, you chance stripping the head or breaking it off. Neither of those is desireable.
I have not had luck with penetrating oil. Some swear by it. It just wastes time.
At this point borrow or buy one of those portable oxy-acetylene outfits (propane, butane, and MAP are marginal and heat too big an area) that Airconditioning guys use. This puts out enough heat to do the job and the flame is small enough to control just what gets heated.
Set it for as hot a flame as you can. Concentrate the flame at the apex of the angle formed by the threaded collar and the body of the catalytic converter. Start in one place until you have bright orange color. move back and forth along collar until 1/3 to 1/2 of it is glowing. Be careful not to get it melted (you don't want to weld it). You don't want to heat the sensor body any more than you have to, it should not get hot enough to glow at all.
Quickly put your wrench on the sensor and try to break it loose. Repeat heating if necessary and try again. I have had consistant success with this method.
This method takes advantage of the small hot flame of the oxy torch. These portable outfits cost between $100 and $200 and are great. They work well on sheet metal. They are great for silver soldering and brazing. A cutting head is usually offered, but eats up oxygen faster than you would like for small tanks.
This is the only method I've found that doesn't, sometimes, result in stripped hex heads on sensors, skinned knuckles, and having to drill or burn out the sensor.
It is my first resort if normal torque doesn't loosen the sensor.
It works because you get the collar hotter than the sensor. The heat expands the collar, increasing it's inside diameter more than the expansion of the sensor threads. The clearance created allows it to unscrew.
Hope this helps.