02 LS fuel filter? O2 sensors?

Im fairly certain the fuel filter is behind the wheel well liner on the drivers side. Remove the wheel, pull back the plastic liner..the filter should be there. The 02 sensors should be good for at least 100k miles, but to answer your question..there are 4 on the V8 and all 4 screw into the exhaust system under the car. YOu cant miss them. About the size of spark plugs but screwed into the exhaust pipes. Wires coming from the ends of them.
 
Thanks !!! Well just trying to eliminate all potential causes of my troubles! Just dont really know!! And dont want to spend a small fortune trying to figure it out. Its my first Lincoln LS.
 
The filter is where lseguy mentioned. It's on the side of the wheel well closest to the driver's door.
 

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