The sensors' inards are all identical for any given model/year (they are usually used for many years and models, but may vary). The upstreams and downstreams will have different colored insulator sheaths (so that hopefully the guy in the plant won't cross-connect them), but it isn't critical to get the right color. Worst case, it might confuse the next person to work on them. Don't remove the sheaths or the engine heat is likely to damage the wires.

Oh, and be careful not to get any of the anti-seize from the threads on the sensor body--that can light the CEL.

1999 Contour SE Sport MTX75 T-Red/Grey
Audio: Pioneer DEH-7400MP (MP3 CD), Pioneer TS-A6857 front & rear, PPI PCX-250, Infinity Perfect 10.1
Other: cup holders, cargo net, Blizzaks, Potenza RE950s