Originally posted by Crash&Burn
$60-80
That is for a universal one -- meaning it doesn't have a connector that snaps right to your stock connector. You have you splice in the wires but it comes with something (at least the Bosch one does) that allows you to do this without soldering. To get one that, out of the box, will plug right up to your stock connector will cost $150-200.
Also keep in mind these O2 sensors don't always come out easy. Mine broke off even after I soaked it several times with liquid wrench (and waited 20+ minutes for it to soak in good). I've heard heating them helps to get it out easier -- but I was told you needed to get the metal glowing-hot which takes a helluva torch.