Keep in mind he's talking about adding a bung to the factory manifold, which would be a PITA W/O having it off the car.
Look at the header install how-to, remove the manifold and bring it in and have a bung welded on. Mark where you want it before hand and be sure to allow clearance for the sensor.
More than likely the only good spot will be right under the EGR tube. Passenger side the power steering pump is probably in the way. To the engine side the valvecover is in the way. Out the front is just ugly.
^For a zetec that is.
Duratec should be easier I'd think.
The other option, which is the best option IMO, is to remove the factory front O2 and put the WBO2 there. Then use the analog output of the AEM to run the ECU.
The purpose of the analog is to simulate a stock narrow band sensor. It works perfectly fine, you don't have to do any fab work, you don't have to remove the manifold ... it's a win win.
Don't "think outside the box".
There is no box.