I recently changed out my O2 sensors...they were seized. I even hit it with days of PB Blaster prior to the job.
The O2 socket wasn't strong enough and the open end wrench was rounding off the hex.
If you are not going to reuse the installed sensors, I recommend just cutting off the wire harness and use a 22MM box end wrench. With a cheater (ghetto style): they came right off.
If you are going to reuse the sensors, then you can remove the connectors from the shell to get the wrench on the sensor WITHOUT cutting the wires. Record the wire positions in the shell. Next pull out the white connector shell insert and use a pick to push the connector "down and out". It takes a bit of practice, the first one takes 20 minutes, the next one take 20 seconds. Make sure not to get anything on the sensors (including PB blaster/penetrate).
Drew