Don't thank me. It was shamelessly stolen off the alt.autos.subaru newsgroup.
It's not difficult to remove the O2 sensor even without the tool. I just use an open socket wrench.
If you get the universal sensors, usually they'll come with the proper bits to splice/crimp. I would make sure it's waterproof, so shrink tubing would be ideal if you were doing a solder job.
VK