2000 2.5RS misfire, what the heck is causing it?!?!?!

I've got a problem with a 2000 Impreza 2.5RS 5spd. It started with the check engine light coming on. A trip to Auto zone revealed that the O2 sensor was the problem. but on the way home, the light came on again and started flashing. All the while the car started acting like it had a misfire. It idles really rough and the exhaust smells like it's running really rich. I've replaced the plugs and wires, and all corners of the ignition coil check out properly as well. Can the O2 sensor cause a misfire in one or more of the cylinders? Or is something else that I should be interrogating as the cause? Any help is much appreciated, thanks!

The upstream H02 sensor is used for feed back, so the ECU/PCU can control the Air/fuel mix.
I have seen bad Air filters, fuel filters, and plugged catalytic converters cause misfires.

Okay, so I've now replaced:

O2 sensor
spark plugs
plug wires
cylinder #3 fuel injector
ignition coil
knock sensor

once the ignition coil was replaced, the car ran fine for an afternoon, then the misfire in cylinder #3 came back again. so I replaced the knock sensor, and it ran fine....until today. I was on the highway going about 65 or 70 when the engine died. all of the lights on the dash and everything came on and I coasted to a stop. I tried to start the car again, but with no luck. after a minute or so, I tried again, and it started, but only puttered for a few seconds and then quit. after another minute or so, I tried again, and it started up fine, but it seems that the #3 misfire has returned...

I've already filled the ashtrays with salt and hung a silver crucifix along with some onions and cloves of garlic from the rear view mirror, but surprisingly, still no luck. Any ideas on what else might be causing this?

Plugged converter?

That sounds like a possibility, I'll check it out. thanks!

I replaced the coolant temperature sensor, crank sensor, camshaft position sensor...problem solved :)