I've only ever needed to replace one pre cat Lambda sensor, as that car, a 2002 VW Polo was only roughly 7 years 70K miles, I followed the advice to buy same brand as VW Group does, ie NTK which is the sensor arm of NGK, in the end, getting one to my door via the internet was only a few £s less than getting my local VW dealer's parts department to order one in.
Unfortunately, that engine, a BBY 1.4 16V petrol engine, must have been the worst engine for access to that sensor, I bought the correct deep socket with the cut out for the lead - but there was not enough space to fit it onto that sensor, so I needed to buy a couple of slightly different open-ended spanners and cut them down in length so that I could get them onto that sensor, then degree by degree managed to unscrew it - that was the only reason to buy 2 different open-ended spanners, ie access was so tight that using only one spanner would never had allowed me to rotate the sensor enough to move onto the next flat!
That one was not seized at all, the original assembly grease was supposed to have small glass beads in it so that they did not seize, the new, at least VW Group branded NTK sensor came pre-greased.
Since I did that job many years ago, there seems to be a better tool for removing them, the much cheaper typically version that is just a flat split ring with a 3/8" square drive bit on the side of it.