From friend Matt at C2 MotorSports comes this tip for plug and play O2 sensor for 2003 Miata:
The O2 sensor that I bought is the Denso 234-4330. It is the second O2 sensor that is heated. It is the exact match to the sensor that came on the car. 2003.
The wrench I used is the Powerbuilt 7/8" O2 sensor socket.
I got them both from Amazon
http://www.amazon.com/Denso-234-4330-Ox ... o+234-4330
http://www.amazon.com/Powerbuilt-648691 ... +o2+socket