Last night I changed the front O2 sensors on my facelift D2 A8 with the help of some searching on the forum. It looked to be very difficult but turned out not to be bad at all once I figured out exactly where the sensors were and I got the proper extended offset O2 sensor socket. This socket can be rented for free, I believe, at Autozone but I bought one for $13 at Checker/Parts America (Powerbuilt 647094) I used crimp-on universal 4-wire O2 sensors that were advertised as compatible with the Audi V8.
Also helpful is to wash off the RF wheelwell area good, I was surprised at how much dried mud and dirt I found under there, which ended up on my face and in my hair. I do not think I'd powerwash this area, particularly when hot, as the CV boots and dust boots for the many suspension joints are in here, but a low pressure wash when the header isn't blazing hot would reduce the dirt and crud you find when you go under.
The LF sensor is easy, the RF one is not quite so easy. I pulled the RF wheel and removed the lower splash shield that covers the battery cables. There are three 10mm plastic nuts that hold this shield on, and a larger shield needs to be pulled out a bit so this one can be removed. Then, lying under the car you can reach up through this opening and find the header and front cat, the O2 sensor is almost on top of it. The other thread I read suggested cutting the wire at this point and that would make this easier, but I was not so bold. You should disconnect the sensor wire up near the throttle body on the firewall. The connector is clipped into a bracket on the firewall, and it's twin for the LF sensor is clipped into another bracket on the other side of the engine bay. It's a fairly big oval connector with four wires coming down, Black, gray, and two white.
If you are not going to clip just yet, pull the connector and have a helper spin it for you, or maybe put a twist into it after you get the socket fitted. If you leave it rigged up the windup of the wire makes removing the sensor pretty difficult.
The socket looks like a small ladle or measuring cup. It's possible to reach up with the offset socket and slip the sensor wire into it, then get it over the sensor with the handle-part in a spot where it can be reached with a 3/8" socket wrench and two long extensions. I used my trusty 12" scrap of PVC breaker bar to make popping it loose easy. Since the socket rig was inverting (rigged to reach around to the top of the header) I had to remember to set my socket wrench to 'ON' or 'Tighten' to spin the sensor in the correct direction for removal. Once broken loose I could actually spin the sensor out with just the socket for a turn or so, and after that by hand. However the cable windup is an issue, unless clipped or spun from above.
Splicing on the new sensor is trivial, but the stockers have a respectable heat shield over the wires at the sensor end that I wish I'd found a good substitute for. The provided cloth jacket should be OK, and I ziptied it (up high) to keep it snug over the end of the sensor. I think as long as you protect the wire down close to the heat it'll be OK, but if I was doing it again I would get some good braid over the lower 10cm of the wire as well as the typical insulation jacket.
I suggest not making the new loom any longer than the old one. The harness is quite short. A longer harness might end up in a bad place if not managed properly.
The LF sensor is easy to remove, you can get at it from under the hood. It's easy to reach in the large opening forward of the coolant bottle and put the socket on the sensor and then get at it with some long extensions (in my case the bottom one was a wobble) stuck in past the coolant bleeding ports and along the back side of the LH head. I removed the beauty covers to make this easy, and to peek at the tbelt while I was at it. I was able to disconnect the sensor harness and spin the connector end of the cable with my left hand while undoing the sensor with my right.
Once you know exactly where to put your hands and tools, this is a pretty fast job but it takes a bit to figure that part out. I would be willing to help CO locals if bribed with beer and/or meats/cheeses.
Thanks to those who did this before and wrote it up, without whom I would have suffered a lot more.
Only drove to work so far, construction traffic...
I'd gotten a CEL and my MPG was down one or two. I should have changed them at 100k I guess, but when I got the CEL earlier this month knew it was time. The key is to replace them before you poison the cats. I shudder to think what changing the front cats must be like. I suggest swapping them by 100k miles, or if you are in there anyways at 80k plus. The rear O2's, I don't know if I will do them or not. No big deal if they need to be done.
I'll see what my MPG is like, but it's hard to tell as I have a mix of driving and I'm faced with construction for the next week or so. A long term average will take time to nail down.
Even if your MPG seems OK I think they should be replaced to protect those catalytic converters that would be hell to replace.
I got some from an ebay listing that said they were correct for the Audi V8, but they look like typical 4-wire sensors with the side louvers rather than the style in the link below. I would not buy them again. The Bosch 15733 is a closer match to stock, or the Bosch 13193 is cheaper if you cut the connector off. If I have a hint of a problem I'll try the 13193, it has some of that heat/strain relief but not as much as the stockers and perhaps "Improved protection tube provides increased thermal resistance for long life" means something. So, $50ish each, for the ones I would suggest trying.
Thanks for the heads up on the front ox sensors. I took mine to a local shop and he couldn't do them (both fronts). The dealer charged close to $400.00 because he said they had to disconnect the motor mount and raise the engine. Funny how they (dealers) always do it the most expensive way.