I found out the hard way that Ford changed the O2 sensor plug around '99. So if you followed the great advice offered by Stazi and ordered the lower-priced Denso part # 234-4045, here are the matching wire colors to facilitate soldering on the old plug.
Signal +:
Ford = Black
Denso = Blue
Signal -:
Ford = Gray
Denso = White
Heater (2 wires):
Ford = White
Denso = Black
The source for this is here:
Color Codes 
