I had put my O2 sensors in a single tube about 9" from the head on a small block and I think I may have fried the sensors being this close. The sensors I used were the new Bosch large barrel types. I swapped these out for the older small stem sensors that were Ford OEM before they switched to the newer Bosch types. I speculate that the older style O2 sensors are more dependant on heat to operate (600F) but are less susceptible to damage by extreme heat. In contrast, the newer large barrel types seem less dependant on heat to operate but can be damaged by extreme conditions. I believe that both the four and three wire sensors are heated. The three wire uses two for the heat element and one for the O2 signal using the case for return. The four wire is the same but includes a forth wire for signal return rather than the case. There is more information I've gathered at the end of the below thread that shows pictures of the two types of sensors I refer to...
http://www.cobraforum.com/cgi-bin/ul...1&t=020955&p=2