I used a crescent wrench on my and it came out fine. I've had some crescent wrenches in the past that were junk. The ones I have now are solid. If you adjust it properly, you don't risk rounding the corners any more than you do using an open-end wrench. Idealy a box-end wrench with a slot to slip the wire through is the best choice. I've seen an O2 Sensor remover tool but I can't tell from the picture how good it is. Like I said, I had 173K miles my sensors and I used PB Blaster and a crescent wrench and got the pipe hot my running the engine. A couple of tugs and they came out with no problems.
I tried to find some Denso replacements but the only parts store in town that carried them would have to order them and that would take five days. I didn't want to wait so I went with Bosch. They came with a couple of dabs of anti-sieze on them but I added a little more.