Truck Repair: O2 Sensor, jeep wrangler, vacuum line


Question
I used 1/4 tank of gas in 44 miles yesterday.  That just can't be right.  I replaced the O2 sensor last night.  It seems to have a little more power but it may be me just wishing.  It still has a miss when I first start it when cold, and also when I'm at low RPMs when I shift to the next gear.  The miss goes away as my RPM's increase.  I bough new plugs but haven't put them in yet.  I don't know if that would help or not.  I also put in a new air filter, put in the Sea Foam stuff through the brake vacuum line, put fuel injector cleaner in the tank.  Should I just bit the bullet and take it in to a shop?
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Followup To
Question -
Is there a quick way to tell if it is bad?  The check engine light is not on this morning but it's still rough idling somewhat.  It's only $50+ dollars at the local auto parts store so it's not a real big deal, as long as I can change it out myself.  The local dealership wants to charge me $120 plus the part with they quoted at $90.  So $50 compared that their total isn't bad.  How hard is it to change out?  Is there a doc somewhere on the web that I can look at?
Thanks so much for your help Van,
Rick
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Followup To
Question -
Van,
I own a Jeep Wrangler and I have noticed lately the gas mil isn't good.  Yesterday it started idling rough and my Check Engine light came on solid.  I read a number of posts that said it was probably an O2 sensor gone bad.  I read one post that said if I don't replace it quickly it could cause the EGR valve to go bad.  I just had that replaced on my Chevy truck and it was expensive, so I don't want that to happen.  I know there is one O2 sensor before the Cat Conv and one after.  Which one do I replace and how hard are they to replace?  I did smell gas yesterday after starting it so it appears to be running really rich right now.  Does that give me a clue as to which one to replace?
Thanks,
Answer -
Hi Rick,
If it needs one, the one before the converter is the one.
The one after the converter just tells if the converter is working.
If that o2 sensor is bad, it isn't the EGR valve that will be damaged...it is the catalytic converter, due to the rich mix.

Van
Answer -
Hi Rick,
They are real easy to change usually, and just regular threads, not left hand or anything strange.
Just unplug and plug in.

But you may have a vacuum leak, rather than needing a sensor. Check all the hoses first. Check the EGR valve, and make sure it is closing.

Then, under the jeep, there is a vapor canister...at least that is where they put it on my Cherokees...I don't know why.
Make sure one of the hoses on it isn't pulled off, or split.

Good luck,
Van

Answer
Don't take it to the shop till you check the vacuum, at least.
Any vacuum hose, EGR valve, and the brake booster are all possibilities.
The EGR valve should be cleaned as well.
Some of the vacuum operated things can leak, and you can't hear it, but the engine can sure tell.

Van