AAP does ship, yes. Their site is a little strange in that they list 6 different oxygen sensors for a 2000 Pathfinder, that's why I asked which side you needed so I could find out.
RockAuto sells them as well, but you'd get it cheaper from AAP. Bosch is OEM manufacturer, at least on my 2001.5. It should say Bosch somewhere on the sensor, I was able to read one of them while it was still on the vehicle.
Cutting and splicing is cheaper, but I wonder of the connection's durability after some period of time. Also, usually the cut and splice O2 sensors are from some lesser known brands such as Standard Motor Products, etc.
EDIT: RockAuto is cheaper after shipping than AAP.
This sensor is the correct one. Be sure to use a
5% off discount code.