It is incredibly easy to do this repair on your own and should be done every 100k miles. It can be done in 10 min with minimum mechanical know how or experience. By doing the job yourself you can save yourself about $200. In this instructable, I will walk you threw the steps and I will also give you a AC Delco part number for a cheaper O2 sensor than the one you get at the local part store for $160. Its the very same sensor, just $110 cheaper.
Step 1: Materials
Ok, lets get down to business. Here is what your going to need.
1. A 05 Saturn VUE
2. O2 sensor AC Delco Part # 1255-8143 (I got mine from Ebay for $50 new)
3. O2 sensor socket. ($10 from Advanced Auto Parts)
4. 3/8 drive ratchet.
5. 10 min of your time.
(Note: In the picture I am showing the old O2 sensor that came out of the vehicle. I had already replaced it just prior to doing this instructable.)