I recently bought a couple, but haven't changed them yet, here's some thoughts on which brand:
http://www.subaru-svx.net/forum/showthread.php?t=64840
I was also searching for how-to-replace tips and found this thread:
http://www.subaru-svx.net/forum/showthread.php?t=17952
I'm planning on doing the timing belt, water pump, etc., so I'll switch out the knock sensors when the belts are off doing the "remove the engine lift bracket with the compressor still attached" trick.
Cheers,
Ian.