Depends on the car. Do it yourself. Its very easy and chances are you could find an instructional video on YouTube.
Click 'Install'...
Remove the vacuum hose from the O2 sensor. Remove the wiring harness. Remove the O2 sensor retaining screws. Reverse the process to install the new O2 sensor.
with your hands and some tools
Installing an o2 is very easy. Remove the neg. battery cable. Then disconnect the o2 power connector. Feed the wire through the box end of wrench. Finally, unscrew the o2 sensor.
Get a nut that fits the threads on the O2 sensor, or cut the socket out of the old header and drill a hole in the new header in about the same place as the old one, weld the nut or socket over the hole and attach the O2 sensor.
The O2 sensor on a Toyota Corolla is located on the exhaust manifold. The O2 sensor properly reads the air fuel ratio to tell the engine how much fuel to use.
Remove the vacuum hose from the sensor. Remove the sensor retaining screws. The sensor will come off. Reverse the process to install the new sensor.
It's located under the car on the exhaust pipe,probably has carbon build up on it. You can buy an o2 sensor tool from auto parts store
you hook it up to the white wire that comes out of your O2 sensor
If your plan is to install a new O2 sensor, I would unplug the electrical connection to the sensor and then cut the wires off at the sensor. Doing this will allow you to slip a 7/8" box wrench over the sensor and turn it counterclockwise to remove it.
if the engine does not have data from the o2 sensor in the exhaust pipes, it will not be able to calculate how much fuel to inject into the intake.
Any outside contaminant can damge the O2 sensor and render it useless. I have tried to clean O2 sensors, but it doesn't seem to work very well. What you can do is spray it with a carb cleaner and re-install to see if it helped any.