O2 sensor is located in the exhaust manifold just off the front of your motor. If you open the hood and locate your exhaust manifold, follow it down toward the radiator. you should see a 1-wire sensor sticking out of the exhaust manifold. this is your O2 sensor. you will need either a special Oxygen sensor removal tool, or a 7/8 wrench to remove it.
In the cylinder head,check richpin06a on YouTube for further information.
exhaust pipe
http://youtube.com/watch?v=JC0U53w_Htk
Beside the glovebox.
IT IS MOST LIKELY THE TRANSMISSION FLUID TEMPATURE SENSOR
It is located at the lower radiator hose where it connects with the block.
Behind the drivers side headlight.
http://youtube.com/watch?v=D3o4IuScZZI
You have the hose from the engine (bottom) that goes into your radiator, and one from the radiator to the motor. The sensor is where the second hose plugs into the motor. Be careful when you loosen and torque the bolts, they're fragile.
How to remove the wiper motor on a 2002 Saturn sc1
Behind the instrument cluster above the pedals
Yes. The sc1 is a coupe.