Ryan441:
I hope you called the police and reported it stolen. Depending on the size of the deductible, you may be able to file a claim with your homeowner's insurance. When you say "junk guy", is this some one who is frequently in your neighborhood? You can pass along his description and that of his vehicle) to the police. It's a long shot but if the cops pull him over, his memory might suddenly improve and your pipe may come home again.
For front O2 sensors, you want Ford/Motorcraft sensors. The cost is about $60 each, IIRC. There have been many posts on this board and others that show the non-OEM sensors do not get the job done. If you are going with an off-road pipe, you won't need rear sensors (they can be turned off in the tune or you can install MIL eliminators.
GL,
Chris