These may not help much as far as location goes, but it will help so you know what you are looking for.
Here'* a pic of the socket (hey, I did a speech on this...hence the pics)
Fuel Filter (don't mind the letters)
Fuel filter is easy. Actually, we will use the letters. All you have to do is put a wrench or vice grips on A and B and loosen. Then for C...see the greyish piece? Just squeeze it and pull the grey part out of the fuel line. I tried pulling the grey part out of the filter, and you will see why that doesn't work if you open the box to the new filter before you start
EDIT: Forgot to mention the depressurization of the fuel lines
My method: pull down the passengers side hush pannel. There is a fuse block in there and a fuse for the fuel pump. Pull it and try to crank the engine...it won't start. There is a small black **** on the fuel rail which you can loosen and it will bleed remaining pressure.
As for the O2, simple as well. Get the socket ($11). Disconnect the harness, unscrew the old and screw in the new. Reconnect the harness. Unplug the battery while you are doing it to reset the computer. There is a technique to getting at this thing (since it is kinda hard to get to. I'll post pics if you want.
If I dumbed it down TOO much I apologize.