so how hard is it really?

To change an O2 sensor on a 2001 Yukon? My dealershp is trying to charge me $330 + for it and at Advanced Auto, they're $57. Is there really that much to it? It looks just like a spark plug, is installation the same?

It is not hard at all. I did mine in 15 minutes in the driveway. I have 3 on my 01' Yukon so make sure that you change the correct one. All 3 are the same part so hold on to the old one to make sure you changed the one that is bad.

Get an O2 Socket Wrench, it has a cutout along the side of the socket so that it doesn't cut the wires. Their only about 10$ or check with your parts store, sometimes they'll rent it to you when you buy the parts. Keep the end of the sensor clean as you install it, they are very sensitive to contamination and a little oil of other contiminates can poison the sensor.
In general it is recommended that they be changed every 50K Mi, the sensors before the Catalytic Converters are the ones to change, they tell the computer about the exhaust and the computer controls the mixture. The sensors behind the Cat only report that the converter is working. The sensors are about $50 each so you don't want to change any that don't need to be changed.
Good luck
94