I found it difficult to find the 3-wire extension because I think GM only used that style O2 sensor for a couple of years on limited models. Seems like most later C4's were the 4-wire heated circuit.
I got tired of trying to find an off-the-shelf one and went to Napa to buy the kit to make your own. There was the additional expense of buying the crimping tool though, but the materials to make the harness were about $20 with no discount whatsoever at the parts store.
med gauge weatherpack pins:
Male Terminal-Napa 725150 (20-18ga)
http://m.napaonline.com/Tablet/parts...150_0282444287
Female Terminal- Napa 725151 (20-18ga)
http://m.napaonline.com/Tablet/parts...151_0312357060
weatherpack connector and seal- ? I lost my receipt, but a cheaper way to get everything is at Jegs it seems:
http://www.jegs.com/i/JEGS-Performan...rentProductId=
As for wire, I had some decent 105 deg C 18 ga wire from scrap with teflon insulation. The crimper I got was this inexpensive unit:
http://www.amazon.com/GM-Delphi-Weat...xp_grid_pt_2_0
You might buy a spare male/female pin from napa anyhow because you might screw up the first crimp figuring out the best way to work the tool.