One of the best ways to "finish" this job, regardless of which o2 you use is to log it's output when you're done. (Be sure to do this with the engine warm, and after the car has been driven some distance.)
That will verify that the entire feedback system is operating correctly.
The o2 is a big part of the ecu's closed loop operating strategy, but it's not the only place where closed loop fuel control can go awry.
Many other factors will come into play when the ecu tries to close the loop, and if the engine coolant temp, or other input to the ecu is out of range, you'll never see the o2 cycle. This can lead to much frustration, especially if you "fixate" on the o2 as the problem.
In addition, fuel pressure and boost/vacuum leaks will also affect how the o2 reads, so it's best to consider the whole system when troubleshooting a potential issue with o2, and to verify it's correct operation with a logger after a sensor replacement.
Keydiver has given excellent advice in many troubleshooting threads here on the board using fuel trims as a "tell".
Ensuring the feedback system is operating correctly will make troubleshooting other issues easier, and much more accurate and efficient.
I've seen several brand "new" sensors dead right out of the box (Never Ever Worked /ubbthreads/images/graemlins/banghead.gif ) maybe they were dropped during shipping, maybe they were made on a monday, who knows? The inportant thing is to verify it works in your car.
When installing the new unit, please don't overtighten it.
They usually come out pretty hard, but that's because they've been in there a long time. A little pb blaster or other penetrant may make the removal easier, but any rate, you don't have to put it in near as hard as it was to remove.
Good luck, and post back how this job went for you. Many people search the board, and it's good to have closure on these types of threads /ubbthreads/images/graemlins/smile.gif