I want to change the oxygen sensor as it's been in there at least 60k miles. To avoid damaging the threads in the exhaust system or rounding off the hex on the sensor, should I remove it when the pipe is cold or warm? Can I use an ordinary open-end or box-end wrench? I have some Permatex Anti-Seize #133A. Is this appropriate to use on the new one?

Thanks,

Gary