Finding Your Signal Wire
You May Not Need a Diagram
The following document has the wire colors for the oxygen sensor for many models of car. See Oxygen Sensor Wire Colors for more information. Be sure to magnify the image by clicking in it, for clear reading.Once you have identified the signal wire on the sensor, then go back to where the sensor wires plug into the vehicles wiring harness. You need to do this to find out what colors are used for the same wire in the vehicle's wiring.
When I buy a new or used car, I always buy the Haynes manual for it. Included in the manual is the wiring diagrams and the color codes for all of the sensors. I assume that Chilton's, Clymer and other similar manuals will be similar. But I have always found Haynes to be the most informative. These manuals cost $20, and I have always found this to be money well spent. They can usually be gotten from your local auto parts store, or from their online site: HaynesOnline. There are a few makes and models that they don't cover, but they have a manual for most vehicles sold in the US. If you're on a budget, you might try finding your manual on Ebay, or even see if your local library has it.
You may be able to get a free wiring diagram for your car. I just found these guys recently (May 2014). I found the wiring diagrams for all of my sensors on my 2008 Suzuki Grand Vitara. That's not a common car especially since Suzuki stopped selling cars in the US. Here's the link: BBB Industries. Once you get to the page, press the button "Wiring Diagrams" and then put in the info for your vehicle. To find the diagram for all of my sensors (o2, MAP, MAF, etc) I had to select "System -> Engine" and then "Sub System -> Engine Compartment". That wasn't very intuitive, but that got me the diagrams I needed. You may have to hunt around a bit to find your sensor diagrams.
Next, see if you can find your diagrams for free at AutoZone. AutoZone posts wiring diagrams for many cars and trucks for free. It also has a vast amount of repair information, including diagrams of part locations, detailed instructions, etc. If you don't have a repair manual for your car, you can just about get by with this all by itself. However, not all cars are covered by this service. You'll just have to look and see if yours is.
To see what they have for your vehicle, follow this link: AutoZone Select Vehicle Page. Then select your year and make/model of car. I went ahead and registered, but I think you get all of the same resources without registering. However, by registering, I have saved my car's information, so when I login again, I can just select my car without having to re-navigate the car selection.
I had a hard time finding the wiring diagrams, so to specifically find those, do the following:
I was able to locate my ECU diagram, my oxygen sensor signal wires, all of my other sensors etc. Also, I was able to look up my MAP (Manifold Absolute Pressure) sensor. It told me which kind I had (DC voltage or frequency type), and even told me what resistances = what pressure in the ECU. The same goes for it's entry on the CTS (Coolant Temperature Sensor). It told me what temperature = what resistance from the sensor. This will help you enormously if you need to do adjustments to any other sensors.
We used to recommend Mitchell's service, but they no longer offer inexpensive 1-week subscriptions.
If you have found another good resource for obtaining automotive wiring diagrams, please let me know by email and I'll post it here for others.