You can extend the O2. Just use a similar guage wire and solder the connections. As for the cat, a stock cat will cost a couple hundred dollars, most likely. I would run a high-flow 2.5" cat. You can get a universal 2.5" Carsound for like $50-60 and have flanges put on it at a muffler shop.
Originally posted by Slow-N-Low
The oxygen sensor should have more than one wire if it's a newer car. Ask if there's an extension cable available for your header; they sometimes sell them together. I'd get an aftermarket cat if you're autocrossing. You'll want it bigger if you spend a lot of time at WOT. Stock cats can clog, and you'll lose performance with them, but more surface area will clog less.
His CRX is OBD-, I believe, and they use single-wire unheated O2's.