What is the advantage of a heated o2 sensor over a non-heated one?

 

For 3rd gens, typically used with long tube headers. It just insures the O2 sensor is up to temp and operating by the time the CTS tells the ECM to go to closed loop.

 

To elaborate, the O2 sensor needs to be hotter than 650 degrees F to work properly. When you put on headers, you are moving the O2 sensor further away from the hot engine. With a heated O2 sensor, you are putting current thru it, which heats up the element and allows it to work better.