Starting a new thread as there were many I looked at when I decided to do this swap, but none addressed where I got stuck.

First, I was getting terrible mileage on my '99 disco - ~10 mpg. 155k miles. Exhaust smelled super rich (sickeningly so), startup was fine, but initial idle and warmup was "clanky" for lack of a better word. I did not have the tools to measure the mix, so I decided that, based on what research I could find online, and just just process of elimination, I'd try replacing O2 sensors.

I found a couple deals on NTK O2 sensors (NTK 25044 Oxygen Sensor) on Ebay and Amazon. Got a Craftsman Flare Nut Wrench (15mm X 17mm), and then pulled the truck up on ramps.

I was worried that they'd be stuck in, so I spent a few days hitting all 4 with PB blaster before giving them a shot. Then got to work. Here are my notes for anyone attempting the same:

1. Getting the plugs out was straightforward with the flare nut wrench, however the plugs sit depressed into the exhaust, so you can really only get the top half of the plug with the wrench - I guess that's why they make a special tool for removal. At any rate, if you get it seated properly, use a ball hammer to tap on the wrench and lightly get it loose. This worked easily on all four sensors.
2. The easy part is unscrewing them. Once they are unscrewed you have to unhook the plastic coupler. This is easy in theory, but on the front two sensors the clip is sitting BEHIND the engine, basically on top of the transmission, in a SUPER tight space. I could BARELY fit my hands in, while laying on top of the engine. There are two important pieces to the latch. 1) is a small latch which you can fit a small standard screwdriver in to press on. This will release the clip from a "holder" that is attached to the transmission. The second is a press down plastic latch which then releases the two sides of the sensor connector. I ended up releasing the clips (there are two at this location, one for each side) with the screwdriver, and then pulling both clips up as far as they would go for access, and then disconnecting the plastic connectors, and reconnecting the new sensors. If you were to drop the connectors here, they'd be hard (but not impossible) to get back. Then you have to slide the connectors back onto the holders. Phew.
3. Rear O2 sensors are obviously much easer to get to, however the clips are much dirtier, so be prepared to wipe them off before trying to disconnect. Also, you may need that standard screwdriver to help pry the plastic connector apart (in my case, the clips would not come apart without using the screwdriver to add pressure along the connection edge).

Once I got them all in, I started up the Disco and took it for a drive.

1. First thing I noticed almost immediately was the the exhaust smelled much better - I've driven it several time since and this is consistent behavior.
2. noticed that when I started the engine up, it's less "clanky" - I have no idea why this would be - but someone who knows how this all should work might have a good answer.
3. in general, the engine and the car smell less. I've been fighting some noxious fumes stuff over the last year, and this definitely helped reduce the overall fuminess of the car.
4. just seems to run better overall.
5. it could be my imagination, but it seems to run a little cooler - who the heck knows tho - not good science here.
6. haven't gone through a whole tank yet, but looking at the burn rate so far, it DOES appear to be giving me better mileage. I'll report back when I do the math.

thanks for everyone that posted on how to do this before me.