Before you spend money on O2 sensors, I would get the codes read that's causing the CEL to come on. Without knowing what the codes are, you could very well replace the O2 sensors and still have the same problems.
Anyway, to replace the O2 sensors, they cost around $70 to $80 each. There is a special O2 sensor socket that you could either buy, or borrow one from Autozone. It allows the sensor wire to pass through the socket. It may help to spray the old sensors first with penetrating oil like WD40 before trying to remove them. High heat + rust = major PITA to get off (unless you get lucky like I did and it was only finger tight

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You will likely need a series of socket swivels, extensions, etc. to get at the O2 sensors, especially the rear bank one up top. Fortunately, since your car is a 95 there are only two O2 sensors, instead of four on the 96 and later cars.