You have the wrong terminology. "Air sensors" doesn't really help. O2 sensor, mass airflow sensor, and exhaust gas temp sensors are all what might loosely be termed as "air sensors". They are also all located in completely different places on the vehicle. I will assume you're talking about the O2 sensor for your sake and because you're talking about the exhaust system.
Denso and Bosch are the most commonly-used O2 sensors IIRC, just buy a new one. It will come with new wiring; you'll just have to screw it in and plug it in. That's it.