[Spit]

Could you have a vacuum leak or an exhaust leak, causing the 02 sensor to correctly read an out of spec value and throw the fuel air into a manual overide (CEL light on)

Since you've changed the sensor 3 times and the same thing happens...seems likely that the sensor isn't the problem, it may be the wiring to the sensor, or other components that effect the fuel/air mix. Have you checked all of the vacuum hoses and tried cleaning the MAF Sensor, EGR valve etc.

Spit