Check the site,
http://www.oxygensensors.com

They have 2 models for the 2.1L engine,
One is an Universal Oxygen Sensor (3 wires heated) without connector at $40
and one is a direct replacement with connector (3 wires heated)  at $69

Have you tries non-BOSH original OS and if so what are your taught about
it. Did you have any problem? Did you see any difference in performance?

Also can anyone CLEARLY explain to me how to wire the 2 connector sold by
others.

Ex: we have 3 original wire (Van side), one is green with a flat connector
and is the wire / sensor by it self.
The 2 other one (White with plug) are for heating the OS.
OK so far so good, if you buy the 2 wire one (not heated), which one of the
2 wire goes to the green wire (van side) and what about the other one?

What is the spicing that everybody is talking about? Is it just taking the
old OS plug and put it on too the new OS?

Is bus depot selling the 3 wires heated (not mentioned on the site) or the
2 wires?

Regards, Ben