My service engine light came on it was O2 sensor.

The mistake is diagnostic fault codes never say to replace parts. They only indicate the circuit or system that needs further diagnosis. There are a number of different fault codes associated with each oxygen sensor. Some of them get real specific with what the Engine Computer has detected. About half of the time the code is the result of a broken wire, corroded terminal in a connector, or the sensor is working properly but it just reported an unacceptable condition.