Are you getting a code for an O2 sensor? There are 4 of them as Ranger mentioned. They are labeled as follows:
Bank 1 Sensor 1: In the exhaust manifold for the rear bank of cylinders
Bank 1 Sensor 2: Just before (in front of) the catalytic converter
Bank 1 Sensor 3: Just after (behind) the catalytic converter
Bank 2 Sensor 1: In the exhaust manifold for the front cylinder bank
The B1S1 and B2S1 sensors use one part number and the B1S2 and B1S3 sensors use a different part number. The wire harnesses are different between the two. AC-Delco sensors are recommended replacements - some have had problems with Bosch sensors. Don't bother with the "universal" type sensors. They require wire splicing and that's not usually a good idea when dealing with a low voltage low current connection like that where accuracy is imiportant.