If your 02 sensors have 4 wires then it's normally the black (should be 1-black, 1-gray & 2-white). Put a volt meter on it with the engine running and it should read between say 0.2 & 0.8v (below 1v anyway). You can splice your gauge wire onto the black wire with one of those nice 3M connections that uses a spade connector (can easily be disconnected) and I did mine close to the plastic harness connector, so it's away from the heat off the headers.
