The O2 sensor looks like a spark plug. It'* located in the rear exhaust manifold behind plugs 2, 4, and 6. Sticking straight up. Part numbers are in Techinfo. DON'T buy a bosch sensor. AC Delco (GM ONLY).
Your IAT is probably dangling down near the PMV assembly for the ABS. Find it and plug it in, if it'* reading engine bay heat instead of intake temps, it'* killing your performance and efficiency.
Oil cap breathers are just a safety measure, to help the PCV valve a bit, and they help a little in keeping engine temps down a bit. No known performance benefit, but not a bad idea. Think of it as more of a dress-up item.