Oxygen Sensor Wrench
Special tool to remove oxygen sensors in hard to reach places.
Oxygen sensor wrenches come in a few different varieties. The one pictured is slotted to allow it to slip over the oxygen sensor wires and has a nice deep socket with thick walls to withstand the high torque needed to remove rusted-on and heat cycled oxygen sensors. Other designs are a crow's foot type that require a 3/8" or 1/2" drive socket wrench.
The tool pictured is available for rent from Autozone. You can go into the store and ask for rental tools and you essentially buy the tool and save your receipt. When you're done, just take it back for a full refund.