There are two of them, one before the cat, and one after. Normally the one that needs replaced is the one BEFORE the cat (closer to the engine). You should unplug it first, use a flashlight to locate the tab, pry the tab UP with a very small flathead screwdriver, then pull it out of the socket. After that you can unbolt the O2 sensor using a wrench or better yet a special tool built for that purpose (some autoparts stores will loan it to you for free). It can be difficult to unbolt, you may need to use a breaker bar and hammer. The new one is installed in the reverse order. If you buy a generic one to save money, you will most likely need to cut the wiring harness off of the old one and solder the wires to the new one - refer to the instructions that came with your sensor.
when it breaks
$1500 to $2000
You can replace your 2003 Toyota Echo antenna. Remove the antenna retaining nut. Remove the cable from the bottom of the antenna. Reverse the process to install the new antenna.
take it to the Toyota dealership and ask them to replace it
To replace your brake light, you need to unscrew the brake cover from the inside of the trunk. Then you will be able to pull the old bulb out and replace it.
It's electronic.
chain
The one closest to the exhaust manifold is the upstream O2 sensor.
Pretty sure its the same as the 2000 Toyota echo, see related link.
You can get a refurbished one for about $70. See: http://lmgtfy.com/?q=toyota+echo+mass+airflow+sensor
Its included in the following instructions for changing out the post cat O2 sensor. http://www.carspace.com/guides/Toyota-Echo-How-to-change-post-catalytic-O2-Sensor
The 2003 Toyota Echo takes 22" drivers side and 14" passenger side replacement windshield wiper blades.