Thanks for all the info. - I did look up the location, it's in the front engine area. It's mounted in the exhaust manifold and doesn't seem terribly hard to get to. I did not have any diagnostics run, I'm just experiencing really bad gas mileage mild hesitation and a bit of sputtering in lower gears (manual). I've replaced the air filter, fuel filter, distributor cap, spark plugs and wires, etc. all within the last few months and nothing has helped.
The hesitation and sputtering has actually just started in the last week or so and didn't begin until I very stupidly drove the car on empty to work one day because I was too lazy to stop for gas. As it turned out, it was the day that the temp dropped a good 20 degrees or more and got below freezing. When I started the car that afternoon I immediately felt the idle was different and from that moment on it's been driving kind of crappy. I've already tried some dri-gas and fuel injector cleaner, which I must admit DID help. It's still there though.
The oxygen sensor has never been changed and I think it may be malfunctioning but not quite ka-put...so there's no harm in changing it. I assume it will at least help with the gas mileage as that's been declining significantly in the last year or so. My sister's car (2 years old than mine-same model), had the same problem and she had the O2 sensor replaced and it helped. Her CEL never came on...so I figure I'll give it a shot. I find the aftermarket parts like you mentioned for about 60 bucks and if I do it myself it's not a big money repair. It's a maintenance thing anyhow, i guess...so no harm.
I do think maybe I should replace the fuel filter again, as maybe when I let the gas get so low it brought up a lot of crap and it may be all clogged in there. What do you think? It's all stuff I can do myself before taking it in and getting ripped off by the dishonest jerks that run the repairs shops here in chicago. Atleast I know enough not to let them jerk me around too much. They always seem to back off a bit when they realize I'm not just some naive woman and I can bounce back a wee bit of shop talk. Last time I got free rotors with my brake job because the guy was jacking me around and I called his bluff on a few things. I didn't believe they would actually swap 'em out since they were claiming to do it for free so I made them leave me the old parts in the trunk and I sat in front of the window watching the guy the whole time. I know they hate me there, but oh well.
Anyway....getting back on track...
Any other suggestions for the DIY stuff that could fix my problem before I take her in somewhere? If I had an honest reliable mechanic, I wouldn't be so nutty about doing stuff myself, but I don't and that's why I try to do the best I can myself before having to bring it in. So far, so good.