O2 sensor, depends on what type of turbo extention you have. If stock yes, if you have a megan racing or aftermarket get the front one off a 94 nissan 200SX SE-R
Plugs- depend on boost, yes you need to gap, depends on boost again, search around, it been gone over LOTS
Oil filter, go to nissan and ask for a 53J oil filter, 91 sentra with a 2.0L
Fuel filter; It works.
Search around and check out www.nicoclub.com They got a big cross-ref list
Fuel: GK brand: 23-3539-8 I use these all the time. If you find a cheap one and throw this one in you can get it for like $6 if you dont its like $20 comes in black and red box
Plugs: Iridium IX: BCPR5EIX-11 18-4700-0 gap .08
Ive used 300ZX and Pathfinder o2 sensors in the past no problems. I would recomend getting a megan or other cheap chinese o2 dump so you can convert to a proper bung size so later on if you have the car on the dyno you atleast have the right bung for the wideband. I would think nothing is wrong with the o2 sensor you have right now though. Id leave it till you get a new dump. I know autodream and garage S13 has them in stock.
Both will work but on the 240sx filter the o ring is slightly bigger and some people in the states have had oil blow by because the o-ring sits right on the very edge of the oil filter neck.