Ok, I ran mine through the hole I drilled by the brake booster, for the alarm wiring, but if you dont have one already or dont want to drill heres an alternative:
There is a grommet about the size of a silver dollar on the firewall, in the engine, on the passenger side. I believe that the wiring for the windshield washer pump goes through it but I am not 100% on that. I pulled the grommet into the engine bay then ran a wire, with enough slack to reach the O2 sensor, into the passenger interior from that grommet hole. Once inside the passenger seat, you may have to get on your back and lay your head in the floor, I did. You have to reach up behind the heater core box and feel for the wire you fed in from the engine compartment. Its a tight fit and you will cuss my name accordingly, but trust me, the wire is there somewhere. You may have to contort your hand into a shape youve never seen before, but once you get it, its smooth sailing. Just route it under the dash, without removing any pieces of the dash, over to the drver side. From there you can fish another piece of wire or coathanger down the A-pillar hole, if this is where it is to be mounted, attach the routed wire with tape, then pull it up through the dash. Wala, one A/F wire!
Of course, Greg will tell you and I agree, to save on excess wire travel and ugliness, grab a drill and drill a hole on the driver side firewall adn run it through there. Much easier and you wont pass out from lying on your head!
Hope this helped and you didnt fall asleep!