If while waiting on your new sensor the rough idle becomes worse (stalling at lights, etc), you can just unplug the O2 sensor connector and drive the car like this. It will run in open-loop mode, and the stalling/sputtering will stop. You can still get good mileage while doing this. I had to drive like this for a few weeks and still managed 40 MPG. My car would die at stop lights unless I gave it gas if the O2 sensor was connected.
It was getting so bad that I got better mileage in open-loop than I did with the O2 sensor connected in closed-loop operation.
