01 echo oxygen sensor replacement?

There are two oxygen sensors, the one closer to the engine (before the catalytic converter) is typically the one that goes bad first. This one is also easier to replace. You need a small flathead screwdriver, follow the wires from the sensor to where it plugs into a socket - its a tight space, you will need a flashlight. There is a little plastic tab on the connector piece that you must pry UP with the small screw driver, then you can pull the plug out of the socket. After that, you can use an open end wrench or adjustable wrench to unbolt the old O2 sensor from the exhaust. This can require a lot of force, so a breaker bar may be necessary, I also recommend using penetrating oil. It is highly recommended that you put high temp anti-seize compound on the threads of the new O2 sensor before installing it. Bolt it in and plug it into the socket and you are done. The job is slightly more complicated if you are reusing the old wiring harness - you will need to cut the wires from the old O2 sensor and solder the connector/plug piece onto the leads of the new O2 sensor, make sure you match the length of the original (you don't want a lot of extra slack).

The post catalytic converter O2 sensor is considerably more work, but not that much more difficult. Unfortunately the wires run under the passenger seat to a plug under the center console. You actually have to remove the passenger seat to replace the O2 sensor, but its not that big of a job really. Full instructions can be found here:

http://wwww.gordosoft.com/echo/How-to-change-post-cat-O2-sensor-Toyota-Echo.pdf

(NOTE: This was online but I can't seem to pull it up now so I'm sharing a copy I made, its an excellent tutorial)