Most shops will weld an o2 bung in there for you, they just wont install it for you. It should be an 18mm if I recall correctly, they are for the 6th gens anyway. What year is your car??

I just got my Megan test pipe in today. o2 sensor was in it, what kind did you get?? The megan one looks BEEFY!! Don't let people tell you you'll lose low end TQ either, honda's don't have any to begin with.