O2 Sensor

Is there a surefire way to tell if an O2 sensor is shot? Is it possible to change one out without the O2 sensor socket that my Chilton manual speaks of? I haven't gotten underneath my car yet.

See also this thread (http://www.automotiveforums.com/vbulletin/showthread.php?p=3568426).

cross counts on a O2 should bounce back and forth nearly even. If they stay high or low consistatnly then it's shot. If you have a one wire sensor you can do it with a closed wrench just perfectly. If you have a heated sensor you could cut the pigtail connector off the old sensor to do the same, or take you chances with a open wrench of vise grips, using care of course.