Haven't had any problems with my TS O2 sensor, but have had problems with my Ford vehicle. Replaced it with a Bosch sensor, and it failed after about 2 years. Dug deep into the wallet and replaced with OEM Ford part, been no problems over 7 years.
Quality seems to vary widely on aftermarket parts. Personally, if the job is a royal PITA, and I don't want to go back in again soon, I get OEM parts, otherwise, yes I do use aftermarket. This also assumes that OEM did proper design in first place(high speed blower motor relays come to mind, dumb design) at which time aftermarket often sometimes be superior
Jeff