Most wideband gauge setups will come with a bung and an oxygen sensors. I've never heard of tapping in to a factory sensor and frankly I would prefer that to avoid that as much as possible. Drilling a hole and having a shop weld in a bung is not hard to do.
Sold - Black 2000 Mustang GT, gone but definitely not forgotten
- Silver 2007 Corvette
Current - DHG 2001 Bullitt