Removing an Oxygen Sensor
Oxygen sensors can be an incarnate of the torque devil himself.
After you've tried a specialized O2 sensor socket or wrench, after you've soaked the thing in PB Blaster for hours (or days), and after you've heated the thing with a blowtorch until the exhaust melted into a pool of oxygen-depraved goo, you can try my method.
There's a huge amount of room underneath a Jeep XJ in which to work. So much so, in fact, that a normal pipe wrench can be used to grab the O2 sensor nut. (A pipe wrench should only be used after you've rounded off the nut using more standard tools, because once you grab a hold of it with the wrench, the nut will be pretty-much destroyed.)
Slap it on and use a large box-end wrench as a breaker bar, and it will turn. Mission accomplished.