I did the one on my dad's primera recently and it was on the front of the manifold right opposite the radiator, very easy to get to but just needed a special 22mm socket with a slit cut out (and was longer than a regular socket) to get the thing out...fitting was reverse of removal.
How much is a replacement sensor for a mk3 8v? Might do my brothers as his is not great on fuel and inspecting his engine the other day i could smell some fuel vapours but couldn't see a leak anywhere... maybe it's over fuelling or is the smell of vapour quite normal on these cars??