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Autozone will rent you a three-tool oxygen sensor set for free. (You have to put down a deposit, but you get it refunded when done). This has the slotted socket and two flavors of crow's foot adapter. It comes in a nice plastic case.
I bought the special socket at autozone ($10) with the slot for the cables. The old sensor was so tight though that the socket would open and slip (since it has the slot).
I ended up using a big pipe wrench to "convince" it to come out.
I installed the new one with the special socket easily.
I ran my truck for a while so the pipe gets heated up. I then sprayed some Wd-40 on the O2 sensor. I got a crescent wrench and hooked it on the O2 sensor. Then, with a hammer, I hit the wrench and luckily, the O2 sensor came loose with just one hit .
I had trouble with my O2 sensor as well. After hitting it with WD40 a few times I still had no luck breaking it loose and I was starting to strip the hex. I found a product made by Wagner called "Rust Breaker" that worked great. After one liberal use the sensor broke free using a box wrench with about two' of pipe as a bar. The wrench had a bend on the end to angle it down towards the ground.
I have always let the engine run for few minutes, long enough to get the exhaust manifolds good and warm, before even attempting to break to O2 sensor free. This little procedure has always worked for me and I have never used more than a good amount of muscle power. I have had good luck with the O2 sensor socket on the family Buick and just use a large crescent on the F150. The only draw back is the occassional scorched body part from not being careful enough - SIGH!
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