they make sockets that i always have thought worked well.they have a cut in the side for the wire and they fit on 1/2 drive wratchet
Go to Autozone and ask to rent the O2 sensor set. Has everything you'll want (including offset sockets). Not much money, and you'll get every dime back when you take it back (part of their "renting" policy).
Looks like the one I picked up from O'Reilleys a few minutes ago. Theirs was $10 but still not too bad.