enter your make year model on http://www.autozone.com and click on component location and repairs.
However, let me emphasize that you don't automatically need to replace oxygen sensors with age. And, an oxygen sensor error code does not necessarily mean the sensor is bad!!! You may have an engine misfire that's causing the oxygen sensor error code. Read below
http://www.troublecodes.net/articles/myth-conception.shtml
http://www.samarins.com/diagnose/checkengine.html