I guess first question is why are you replacing "a couple" of O2 sensors? Rarely does more than one O2 sensor go out at a time. More likely you have MAF issues (as I think you already know based on other posts) or a vacuum leak... both often disguise as O2 sensor problems. Did you test the sensors w/ a multimeter to ensure they are bad?
Penetrating oil is fine to use.. just keep it off the new sensors and it will help if the car is warm.
Good luck