Which O2 sensor to get?

I'm looking to replace my O2's. I've heard many talk about http://www.oxygensensors.com . With prices starting at $41 and free shipping, they've caught my eye. I do not want to have to buy parts twice (I'm chasing similair problems on my Exploder. Fords are killing me ) I also can't rely on any local parts stores (they still never believe me when I say my car doesn't have 4 O2's).

SO... which o2's have you guys gone with, especially if you got em online. Also, especially if they were cheap. Particular brand/part number/place you bought em would be very helpful.

Thanks,

J