1. Watch this video. It is done on a 2003 Frontier, but the sensor setup is exactly the same as in the R50s. The video is also well done and very detailed (if any admins are reading, this would be a great thing to add to the stickies).
[youtube]http://www.youtube.com/watch?v=YDFz2vnS7_Q[/youtube]
2. You'll need an tall offset oxygen sensor socket (exactly like below) to remove the OE sensor. The OE sensors are quite large, and too tall for a normal socket.
3. The easiest way to get to the drivers side sensor (at least on the VG33E engine) is via the space immediately to the right of the master brake cylinder. If you look down this space (basically the back, drivers-side corner of the engine compartment) you've got direct line-of-sight to the sensor. I bought a really long socket extension, and was able to get at it without removing anything.
4. The exhaust shields may get in the way of fully engaging the socket. I had a hard time removing the passenger-side sensor because of this, and tore it up in the process. Press down hard on the shield and deform it slightly to get the clearance you need.
5. Put some penetrating oil on the old sensors before trying to remove them. This way the sensor is the only thing that comes out (not the reduction plug).
6. Buy Bosch Premium (exact fit) sensors. They're almost identical to the OE parts (OE is made by Bosch), but half the price. Also they include the wire anchors already fastened in the correct spots.
I changed the sensors because I was getting an intermittent check engine light for them being slow (response monitoring). I was also having a loss of power (engine hunting) when accelerating, and I did not notice this anymore when I took it for a test drive (I'll let you know in a week or so if the problem is actually fixed). I chose to do this myself because the dealer quoted me ~800 to do it, which seemed like a bit much.
