A bad O2 on this generation Cougar quickly throws a code and trips the check engine light.
If you don't have a light, get it scanned at autozone or such anyways, as the dash lights do burn out from time to time.
Fuel economy does take a bit of a hit with a bad O2, not by much. The worst parts of a bad O2 is that a) you can't tell if you have another code going off, and b) it will likely result in you not passing emissions testing if your state tests.
Yes
how do you remove the headliner from a 1999 mercury cougar
No.
Yes , the 1999 Mercury Cougar is FRONT wheel drive
It's a bit buried. Note that the 1999 Mercury Cougar has no user-servicable barts.
relay R1 is for the fuel pump on a 1999 Mercury Cougar
According to the 1999 Mercury Cougar Owner Guide : ( 58.5 litres / 15.4 U.S. gallons )
The 1999 Mercury Cougar OBD 2 port is under driver side dash left of steering column
According to the 1999 Mercury Cougar Owner Guide the six disc CD changer ( if equipped ) is located in the luggage compartment
I was looking at the 1999 Mercury Cougar Owner Guide and it does not show that it has a gas cap warning light
Yes, there is an intake air temperature (IAT) sensor in a 99 coug. The IAT is located by the mass air flow sensor between the air fliter and the intake manifold.
Ebay, http://www.nextag.com/mercury-cougar-headlights/search-html, or just drive to your ford/mercury dealer.