What year is your car? The problem is that they changed the O2 sensor voltages in '02, and newer. Pre '02 vehicles have 0-1 volt sensors, and newer have 0-5 volt sensors, which will give incorrect readings.
Easiest way to check is go under your car and you will see a little box that the 2 wires go to. take that cover off and check out the connectors, if both of them look the same but ones black ones brown then your cool and you can just tap the pre cat 02 sensor (black connector). If however the black connector is huge and I think has more then 4 wires even, then you will need to add an new 02 sensor in order to get your gauge to function. The cheapest way to do this is get a generic 1 wire bosch 02 sensor, about 50 bucks, and take it to a cheap muffler shop and have them weld in a 02 bung about 20 bucks usuall.
Unless you are pressed on seeing a lot of lights flashing on your dash for no reason other than lookng pretty, I would go with a EGT gauge instead of a non wideband A/F gauge. Unless you are going with a actual wideband A/F gauge, I would not bother spending the time or $$$ on anything else. Expect to spend about $400-700 on a true wideband a/f gauge. Other than that I would spend the $$$ on an EGT gauge, and learn how to read it properly.
well my friend got the autometer af guage and we have it all installed i just dont know what wire to tap into on the o2 sensor with the black connecter..im almost possitive its the white wire but im not sure