It’s been our experience that working on exhaust under a vehicle is a great deal like going to the airport: make sure that when you’re there you have everything you need and you know what to expect — and you might get out of there in a reasonable amount of time and accomplish what you need to do.
Or, as the case may be, you might get out from under your ride with as little rust on you (or in your eyes) as possible. Any little step in that direction is a good thing. When we saw the oxygen sensor socket our “good thing” light kicked on.
The oxygen sensor socket is essentially a regular socket with a relief cut in the side to allow for the wire and wire post on the sensor. This is a slick idea if you’re not in possession of a milling machine to make one.
Different styles and sizes can be found with a bit of searching on google for prices starting around $10.