JB20

Hey Everyone,
I've got a 2008 A4 Avant Quattro 2.0T. With in the last year I have changed the PCV Valve, the N80 valve, Crank Case Breather, Rear coolant flange and hoses. Recently I have noticed sometime my acceleration gets bogged down. This problem is intermittent and my check engine light is now on. The code that was thrown was "lean at Idle". If im on the right track it sounds like a air Fuel Mixture? which would lead me to needing to change the O2 Sensor?

Couple Questions here.
1. Which brand of O2 Sensor should I buy?
2. Are there any precautions I should take or know about when removing the O2 sensor and putting the new one in? Any Suggestions?
3. Do I need a O2 Sensor socket or can I get away with a 22mm bendy wrench?
4. Should I put anti- seize on the threads of the new sensor? my only concern is this may effect the overall function of the sensor itself.
5. Is there a way to clean the sensor? If so is it even worth it to try and do?

Any and all guidance is appreciated.