I fixed mine yesterday and it wasn't as difficult as I thought it was going to be, but you have to be extra careful when it comes to the removal and installation of the plenum, I'm not sure if my 2000 looks different than yours but I use regular sockets instead of torx just be careful and you will be ok, mine came off the sensor because my crankshaft positioning sensor went out and when I installed the new one that little cable came off, at first I had no clue what it was till I decided to do a little bit of research on that and found out about it. Good Luck and keep us posted. BTW if you cannot find links in the catera blog, look for them in omegaowners.com it is basically the same car as the catera and they have good information in there too.
P.S I used this link as my starting point, just so you know what to look for.
cadillacforums.com/forums/cadillac-catera-cimarron-forum/223214-where-coolant-temp-sensor-located.html
And this one to guide you on how to remove the plenum, good luck omegaowners.com/forum/YaBB.pl?num=1285583967