I replaced an upstream O2 sensor on my 2005 3.8L Impala. It's a bitch only because the old sensor's threads are rusted to the exhaust manifold housing's threads, and accessing it over the rear of the engine is difficult. You need to get the socket with the slot along the side that fits over the sensor wire. Don't make the mistake of using a rachet wrench for this - the excessive torque required to break the bond will likely break the ratchet's internal mechanism. You need a 1/2"-drive breaker bar and a 1/2"-drive universal joint like the video shows. I needed to place a cardboard sheet under my car and drip penetrating fluid down onto the sensor joint to soak it well enough to loosen the bond enough to break it, but I was eventually successful. It's very much like replacing a spark plug but if you happen to break the sensor body from its threads, you're screwed and will likely need your car towed to a shop to complete the repair. I applied a good coat of antiseize compound to the new sensor's threads while being very careful not to get any on its element, and also very careful to place the sensor into the hole without accidentally fumbling by touching compound to the female threads and then touching the element to it and thus contaminating it, and this is also a challenge. You need to place the sensor straight into the hole and carefully engage the threads by turning counterclockwise first to strike the thread entrance and then clockwise to screw it in without withdrawing or cross-threading, and then snugging up with the wrench. (I don't have the torque spec but the new sensor's package/instructions will likely state it.) That done, I don't have a scanner to clear the P0135 Code, so I disconnected the battery ground overnight to clear the Code. The following morning, I started the car and all was well and has been for over 2 years now. (Now I need to do the same for my 2003 3.4L Impala.) Good Luck.
Yep, getting O2 sensors out can be difficult some times. They like to pull threads or just not want to come out. The pointy blue wrench (torch) is your friend in many cases with O2 sensors.